Nonlinear Time Series
Semiparametric and Nonparametric Methods
Published on 22. March 2007
238 pages
978-1-4200-1121-0 (ISBN)
Description
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
More details
Series
Language
English
Place of publication
London
United Kingdom
Publishing group
Taylor & Francis Ltd
Target group
College/higher education
Researchers and graduate students in statistics, mathematics, econometrics, and finance.
Illustrations
34 s/w Abbildungen, 18 s/w Tabellen
34 b/w images, 18 tables and 500 equations
File size
6,75 MB
ISBN-13
978-1-4200-1121-0 (9781420011210)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Book
10/2019
1st Edition
Chapman & Hall/CRC
€84.17
Shipment within 15-20 days
Book
03/2007
1st Edition
Chapman & Hall/CRC
€227.50
Shipment within 15-20 days
Content
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.
