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Nonlinear time series : semiparametric and nonparametric methods

Author: Jiti Gao
Publisher: Boca Raton : Chapman & Hall/CRC, ©2007.
Series: Monographs on statistics and applied probability (Series), 108.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully nonparametric models and methods. 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.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Gao, Jiti, 1962-
Nonlinear time series.
Boca Raton : Chapman & Hall/CRC, ©2007
(DLC) 2007276077
(OCoLC)141003491
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Jiti Gao
ISBN: 9781420011210 1420011219 9781584886136 1584886137
OCLC Number: 666918880
Description: 1 online resource (vii, 237 pages) : illustrations.
Contents: Estimation in nonlinear time series --
Nonlinear time series specification --
Model selection in nonlinear time series --
Continuous-time diffusion models --
Long-range dependent time series.
Series Title: Monographs on statistics and applied probability (Series), 108.
Responsibility: Jiti Gao.
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Abstract:

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  Read more...

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"...The author has presented the material very carefully ...There are plenty of real examples and all the methods are illustrated. ... I believe the book is extremely useful and definitely will be Read more...

 
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