By Jiti Gao
After a quick advent, the publication examines semiparametric estimation and specification tools after which applies those methods to a category of nonlinear continuous-time types with real-world facts. It additionally assesses a few newly proposed semiparametric estimation methods for time sequence information with long-range dependence. although the publication purely offers with climatological and monetary facts, the estimation and standards equipment mentioned could be utilized to versions with real-world facts in lots of disciplines.
This source covers key tools in time sequence research and offers the mandatory theoretical information. the newest utilized finance and fiscal econometrics effects and purposes awarded within the ebook allow researchers and graduate scholars to maintain abreast of advancements within the field.
Read Online or Download Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) PDF
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Extra resources for Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)