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(More customer reviews)This is an excellent monograph. The authors have provided an up-to-date analysis of parametric and nonparametric methods with a comprehensive bibliography. The book is very readible. The authors combine elements of descriptive overview, nontrivial examples and theorems / proofs.
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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.
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