Nonlinear Time Series : Nonparametric and Parametric Methods

Jianqing Fan

ISBN 10: 0387261427 / ISBN 13: 9780387261423

Editore: Springer, Springer, 2005

Riguardo questo articolo

Druck auf Anfrage Neuware - Printed after ordering - 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.

Codice articolo 9780387261423

Dati bibliografici

• Titolo: Nonlinear Time Series : Nonparametric and Parametric Methods
• Editore: Springer, Springer
• Data di pubblicazione: 2005
• Lingua: Inglese
• ISBN 10: 0387261427
• ISBN 13: 9780387261423
• Rilegatura: Taschenbuch
• Edizione: seconda edizione
• Condizione: Neu
• Dimensioni: 235 L x 155 A x 31 P (millimetri) 235 millimetri di larghezza per 155 millimetri di altezza per 31 millimetri di profondità
• Peso: 861 grammi

Descrizione articolo

Riassunto

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. 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.

Recensione

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)