Springer Series in Statistics

Nonlinear Time Series

Nonparametric and Parametric Methods

Authors: Fan, Jianqing, Yao, Qiwei

Free Preview

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-0-387-69395-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.99
price for USA in USD
  • ISBN 978-0-387-26142-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In spite of the fact that the - plication of nonparametric techniques in time series can be traced back to the 1940s at least, there still exists healthy and justi?ed skepticism about the capability of nonparametric methods in time series analysis. As - thusiastic explorers of the modern nonparametric toolkit, we feel obliged to assemble together in one place the newly developed relevant techniques. Theaimofthisbookistoadvocatethosemodernnonparametrictechniques that have proven useful for analyzing real time series data, and to provoke further research in both methodology and theory for nonparametric time series analysis. Modern computers and the information age bring us opportunities with challenges. Technological inventions have led to the explosion in data c- lection (e.g., daily grocery sales, stock market trading, microarray data). The Internet makes big data warehouses readily accessible. Although cl- sic parametric models, which postulate global structures for underlying systems, are still very useful, large data sets prompt the search for more re?nedstructures,whichleadstobetterunderstandingandapproximations of the real world. Beyond postulated parametric models, there are in?nite other possibilities. Nonparametric techniques provide useful exploratory tools for this venture, including the suggestion of new parametric models and the validation of existing ones.

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)


Table of contents (10 chapters)

Table of contents (10 chapters)

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-0-387-69395-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $139.99
price for USA in USD
  • ISBN 978-0-387-26142-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Nonlinear Time Series
Book Subtitle
Nonparametric and Parametric Methods
Authors
Series Title
Springer Series in Statistics
Copyright
2003
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York
eBook ISBN
978-0-387-69395-8
DOI
10.1007/978-0-387-69395-8
Softcover ISBN
978-0-387-26142-3
Series ISSN
0172-7397
Edition Number
1
Number of Pages
XX, 552
Topics