Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Softcover

Gao, Jiti

 
9780367389352: Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Softcover
ISBN 10: 0367389355 ISBN 13: 9780367389352
Verlag: Chapman and Hall/CRC, 2019

Inhaltsangabe

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully nonparametric models and methods. Answering the call for an up-to-date overview of the latest developments in the field, Nonlinear Time Series: Semiparametric and Nonparametric Methods focuses on various semiparametric methods in model estimation, specification testing, and selection of time series data.

After a brief introduction, the book examines semiparametric estimation and specification methods and then applies these approaches to a class of nonlinear continuous-time models with real-world data. It also assesses some newly proposed semiparametric estimation procedures for time series data with long-range dependence. Even though the book only deals with climatological and financial data, the estimation and specifications methods discussed can be applied to models with real-world data in many disciplines.

This resource covers key methods in time series analysis and provides the necessary theoretical details. The latest applied finance and financial econometrics results and applications presented in the book enable researchers and graduate students to keep abreast of developments in the field.

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Über die Autorin bzw. den Autor

Gao, Jiti

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Verlag
Chapman and Hall/CRC
Erscheinungsdatum
2019
Sprache
Englisch
ISBN 10 
0367389355
ISBN 13 
9780367389352
Einband
Tapa blanda
Auflage
1
Anzahl der Seiten
237
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

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9781584886136: Nonlinear Time Series: Semiparametric and Nonparametric Methods: 108 (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Vorgestellte Ausgabe

ISBN 10:  1584886137 ISBN 13:  9781584886136
Verlag: Chapman and Hall/CRC, 2007
Hardcover