Nonlinear Time Series

Jiti Gao

Taylor & Francis Inc, 2007

283,95 €On orderDelivery: 2-3 weeks

Focuses on the various semiparametric methods in model estimation, specification testing, and selection of time series data. 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.

ISBN-13
9781584886136
ISBN-10
1584886137
Publisher
Taylor & Francis Inc
Year
2007
Publication date
2007-03-22
Pages
238
Dimensions
236x155x22
Weight
478