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Nonlinear Time Series: Nonparametric and Parametric Methods
Integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. This book applies many modern nonparametric estimation and testing ideas to time series modeling and model identification, while outlining many useful ideas from more traditional time series analysis.
Paperback, 552 pages
Published August 4th 2005 by Springer
(first published January 1st 2003)
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