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
Table of Contents:
  • 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.