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 seri
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Jianqing Fan Qiwei Yao
Nonlinear Tillle Series Nonparametric and Parametric Methods
Springer
Jianqing Fan Department of Operations Research and Financial Engineering Princeton University Princeton, NJ 08544 USA [email protected]
Qiwei Yao Department of Statistics London School of Economics London WC2A 2AE
UK
[email protected]
Library of Congress Control Number: 2005929335 ISBN-IO: 0-387-26142-7 ISBN-13: 978-0387-26142-7
Printed on acid-free paper.
© 2005 Springer Science+Business Media, Inc. All rights reserved. This work may not be translated or
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