Książki

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.

Nonlinear Time Series: Nonparametric and Parametric Methods

Introduction.
- Stationary Time Series.
- Smoothing in Time Series.
- ARMA Modeling and Forecasting.
- Parametric Nonlinear Time Series Models.
- Nonparametric Models.
- Hypothesis Testing.
- Continuous Time Models in Finance.
- Nonlinear Prediction.