Jiti Gao

Nonlinear Time Series (eBook, PDF)

Semiparametric and Nonparametric Methods

• Format: PDF

Produktbeschreibung

Nonlinear Time Series: Semiparametric and Nonparametric Methods focuses on various semiparametric methods in model estimation, specification testing, and selection of time series data. After a brief introduction, the book examines semiparametric estimation and specification methods and then applies these approaches to a class of nonlinear continuous-time models with real-world data. It also assesses some newly proposed semiparametric estimation procedures for time series data with long-range dependence. Even though the book only deals with climatological and financial data, the estimation and specifications methods discussed can be applied to models with real-world data in many disciplines.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 237
• Erscheinungstermin: 22. März 2007
• Englisch
• ISBN-13: 9781420011210
• Artikelnr.: 52835355