Jianqing Fan Qiwei Yao
Department of Operations Research Department of Statistics
and Financial Engineering London School of Economics
Princeton University London WC2A 2AE
Princeton, NJ 08544 UK
USA q.yao@lse.ac.uk
jqfan@princeton.edu
Library of Congress Cataloging-in-Publication Data
Fan, Jianqing.
Nonlinear time series : nonparametric and parametric methods / Jianqing Fan, Qiwei Yao.
p. cm. — (Springer series in statistics)
Includes bibliographical references and index.
ISBN 0-387-95170-9 (alk. paper)
1. Time-series analysis. 2. Nonlinear theories. I. Yao, Qiwei. II. Title. III. Series.
QA280 .F36 2003
519.2′32—dc21 2002036549
ISBN 0-387-95170-9 Printed on acid-free paper.
2003 Springer-Verlag New York, Inc.
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