|
Books > Science & Mathematics > Mathematics > Probability & statistics
|
Not currently available
Nonlinear Time Series - Nonparametric and Parametric Methods (Paperback, 1st ed. 2003. 2nd printing 2005)
Loot Price: R1,542
Discovery Miles 15 420
|
|
|
Nonlinear Time Series - Nonparametric and Parametric Methods (Paperback, 1st ed. 2003. 2nd printing 2005)
Series: Springer Series in Statistics
Supplier out of stock. If you add this item to your wish list we will let you know when it becomes available.
|
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. A compact view on linear ARMA models is also
provided. Data arising in real applications are used throughout to
show how nonparametric approaches may help to reveal local
structure in high-dimensional data. Important technical tools are
also introduced. The book will be useful for graduate students,
application-oriented time series analysts, and new and experienced
researchers. It will have the value both within the statistical
community and across a broad spectrum of other fields such as
econometrics, empirical finance, population biology and ecology.
The prerequisites are basic courses in probability and statistics.
Jianqing Fan, coauthor of the highly regarded book Local Polynomial
Modeling, is Professor of Statistics at the University of North
Carolina at Chapel Hill and the Chinese University of Hong Kong.
His published work on nonparametric modeling, nonlinear time
series, financial econometrics, analysis of longitudinal data,
model selection, wavelets and other aspects of methodological and
theoretical statistics has been recognized with the Presidents'
Award from the Committee of Presidents of Statistical Societies,
the Hettleman Prize for Artistic andScholarly Achievement from the
University of North Carolina, and by his election as a fellow of
the American Statistical Association and the Institute of
Mathematical Statistics. Qiwei Yao is Professor of Statistics at
the London School of Economics and Political Science. He is an
elected member of the International Statistical Institute, and has
served on the editorial boards for the Journal of the Royal
Statistical Society (Series B) and the Australian and New Zealand
Journal of Statistics.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
