Nonlinear time series : semiparametric and nonparametric methods /
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| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton :
Chapman and Hall/CRC,
2007.
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| 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.