http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
semiparametric and nonparametric methods
1 online resource (vii, 237 pages) : illustrations
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.
Estimation in nonlinear time series -- Nonlinear time series specification -- Model selection in nonlinear time series -- Continuous-time diffusion models -- Long-range dependent time series.
Includes bibliographical references (pages 209-229) and index.
Monographs on statistics and applied probability (Series) ; 108