Nonlinear Time Series Nonparametric and Parametric Methods Springer Series in Statistics by Qiwei Yao

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Nonlinear Time Series: Nonparametric and Parametric Methods (Springer Series in Statistics) by Qiwei Yao
Springer; 1 edition | March 12, 2003 | English | ISBN: 0387951709 | 569 pages | PDF | 13 MB

This book presents the contemporary statistical methods and theory of nonlinear time series analysis. The principal focus is on nonparametric and semiparametric techniques developed in the last decade. It covers the techniques for modelling in state-space, in frequency-domain as well as in time-domain. To reflect the integration of parametric and nonparametric methods in analyzing time series data, the book also presents an up-to-date exposure of some parametric nonlinear models, including ARCH/GARCH models and threshold models.

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Tags: Series, Statistics, Springer, Methods
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