Nonlinear time series: semiparametric and nonparametric methods
Year of publication: |
2007-09-02
|
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Authors: | Gao, Jiti |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Estimation in time series | linear time series | model specification | nonlinear time series | nonparametric method | semiparametric method |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Chapman & Hall/CRC Monographs on Statistics and Applied Probability.108(2007): pp. 1-237 |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C52 - Model Evaluation and Testing ; C22 - Time-Series Models |
Source: |
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