This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. A distinct feature of this book is that it applies many modern nonparametric estimation and testing ideas to time series modeling and model identification, while outlines many useful ideas from more traditional time series analysis. This will enable readers to use modern data-analytic techniques while keeping in touch with traditional approaches, and make the book self-contained. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.
- ISBN10 0387693955
- ISBN13 9780387693958
- Publish Date 1 October 2005 (first published 12 March 2003)
- Publish Status Active
- Publish Country US
- Imprint Springer
- Format eBook
- Pages 568
- Language English