Nonlinear time series: semiparametric and nonparametric methods
Auteur :
Gao, Jiti
Éditeur :
Taylor & Francis Inc
ISBN :
9781584886136
Date de publication :
22 mars 2007
Dimensions :
22,9 x 15,2 cm
Poids :
620 g
Langue :
Anglais
Pays d'origine :
USA
Focuses on the various semiparametric methods in model estimation, specification testing, and selection of time series data. This book examines semiparametric estimation and specification methods and then applies these approaches to a class of nonlinear continuous-time models with real-world data.