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Nonlinear time series: nonparametric and parametric methods

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,...

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Detalles Bibliográficos
Autores principales: Fan, Jianqing, Yao, Qiwei
Lenguaje:eng
Publicado: Springer 2003
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-0-387-69395-8
http://cds.cern.ch/record/2683143