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Table of contents (10 chapters)
Keywords
About this book
Reviews
From the reviews:
“The book will particularly appeal to those in the economic sciences and financial engineering who have a solid background in linear time series models and methods. … I would recommend it to postgraduate students who are interested in learning about recent developments in non-linear and non-parametric time series modelling as well as in understanding the use of complex parametric non-linear and non-parametric time series models in practice.” (Jiti Gao, Australian Journal of Agricultural and Resource Economics, Vol. 49, 2005)
Authors and Affiliations
Bibliographic Information
Book Title: Nonlinear Time Series
Book Subtitle: Nonparametric and Parametric Methods
Authors: Jianqing Fan, Qiwei Yao
Series Title: Springer Series in Statistics
DOI: https://doi.org/10.1007/978-0-387-69395-8
Publisher: Springer New York, NY
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag New York 2003
Softcover ISBN: 978-0-387-26142-3Published: 04 August 2005
eBook ISBN: 978-0-387-69395-8Published: 11 September 2008
Series ISSN: 0172-7397
Series E-ISSN: 2197-568X
Edition Number: 1
Number of Pages: XX, 552
Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods, Quantitative Finance, Econometrics