Nonlinear Time Series: Semiparametric and Nonparametric Methods

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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...

Format:Hardcover

Language:English

ISBN:1584886137

ISBN13:9781584886136

Release Date:March 2007

Publisher:CRC Press

Length:237 Pages

Weight:1.04 lbs.

Dimensions:0.8" x 6.4" x 9.0"

Related Subjects

Math Mathematics Science & Math

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Nonlinear Time Series: Semiparametric and Nonparametric Methods

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