Nonlinear time series : semiparametric and nonparametric methods /

Bibliographic Details
Main Author: Gao, Jiti, 1962 (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : Chapman and Hall/CRC, 2007.
Series:Monographs on statistics and applied probability ; 108
Subjects:
Online Access:Connect to the full text of this electronic book

MARC

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504 |a Includes bibliographical references (pages 209-229) and index. 
505 0 |a chapter 1 Introduction -- chapter 2 Estimation in Nonlinear Time Series -- chapter 3 Nonlinear Time Series Specification -- chapter 4 Model Selection in Nonlinear Time Series -- chapter 5 Continuous-Time Diffusion Models -- chapter 6 Long-Range Dependent Time Series -- chapter 7 Appendix. 
650 0 |a Time-series analysis. 
650 0 |a Nonlinear theories. 
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