Nonlinear Time Series: Semiparametric and Nonparametric Methods

by Jiti Gao

Overview

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully

Product Details

ISBN-13:	9781040219706
Publisher:	CRC Press
Publication date:	03/22/2007
Series:	Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Sold by:	Barnes & Noble
Format:	eBook
Pages:	237
File size:	2 MB

About the Author

Gao, Jiti

Table of Contents

Introduction. Estimation in Nonlinear Time Series. Nonlinear Time Series Specification. Model Selection in Nonlinear Time Series. Continuous-Time Diffusion Models. Long-Range Dependent Time Series. Appendix. References. Indices.