Nonlinear Time Series Nonparametric and Parametric Methods

Jianqing Fan, coauthor of the highly regarded book Local Polynomial Modeling, is Professor of Statistics and Financial Econometrics at Princeton University and former Professor of Statistics at the University of North Carolina at Chapel Hill and the Chinese University of Hong Kong. His published work on nonparametric modeling, nonlinear time series, financial economietrics, analysis of longitudinal data, model selection, wavelets, and other aspects of methodological and theoretical statistics has been recognized with the Presidents' Award from the Committee of Presidents of Statistical Societies, with the Hettleman Prize for Artistic and Scholarly Achievement from the University of North Carolina, and by his election as a fellow of the American Statistical Association and the Institute of Mathematical Statistics. Qiwei Yao is Professor of Statistics at the London School of Economics and Political Science. He is an elected member of the International Statistical Institute, and has served on the editorial boards for the Journal of the Royal Statistical Society (Series B) and the Australian and New Zealand Journal of StatisticsFan, Jianqing is the author of 'Nonlinear Time Series Nonparametric and Parametric Methods' with ISBN 9780387951706 and ISBN 0387951709.