nonlinear_time_series-nonparametric_and_parametric_methods

by jianqing-fan-qiwei-yao

Used book in good condition, due to its age it could contain normal signs of use

Paperback

First published January 1, 2003

Reviews

[Medhat2 · Rating 2 out of 5]

This book offers a rare and balanced perspective that equally values both parametric precision and nonparametric flexibility, making it a must-read for anyone venturing into nonlinear dynamics in time series data.
ARMA Modeling & forecasting
Parametric Nonlinear Time Series Models
Nonparametric Density Estimation
Smoothing in Time Series
Spectral Density Estimation and Its Application
Nonparametric Models
Model Validation
Nonlinear Prediction