Nonlinear time series : semiparametric and nonparametric methods
by
Gao, Jiti, 1962, author.
Title
:
Nonlinear time series : semiparametric and nonparametric methods
Author
:
Gao, Jiti, 1962, author.
ISBN
:
9780429191886
Physical Description
:
1 online resource (vii, 237 pages)
Series
:
Monographs on statistics and applied probability ; 108
Contents
:
chapter 1 Introduction -- chapter 2 Estimation in Nonlinear Time Series -- chapter 3 Nonlinear Time Series Specification -- chapter 4 Model Selection in Nonlinear Time Series -- chapter 5 Continuous–Time Diffusion Models -- chapter 6 Long–Range Dependent Time Series -- chapter 7 Appendix.
Subject Term
:
Time-series analysis.
Nonlinear theories.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 542202-1001 | QA280 .G36 2007 | | CRC E-Books |