- ISBN-10: 0387261427, 0387951709
- ISBN-13: 9780387951706, 9780387261423
- Author: Jianqing Fan
- Language: English
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.