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Nonlinear Time Series: Semiparametric and Nonparametric Methods free ebook download

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Statistics

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Author(s):	Jiti Gao

Date:	2007-03-22	Format:	PDF	Language:	English	ISBN/ASIN:	1584886137
Pages:	237	OCR:		Quality:		ISBN13:	9781584886136
Uploader:	alex21s	Upload Date:	6/29/2015 9:19:02 AM

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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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Tags: Methods Nonlinear Nonparametric Semiparametric Time

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Nonlinear Time Series: Semiparametric and Nonparametric Methods free ebook download

Category: Statistics

Description: Click to see full description

Category:
Statistics