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Nonlinear Time Series : Semiparametric and Nonparametric Methods - Jiti Gao

Nonlinear Time Series

Semiparametric and Nonparametric Methods

By: Jiti Gao

Paperback Published: 29th September 2019
ISBN: 9780367389352
Number Of Pages: 237

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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.

ISBN: 9780367389352
ISBN-10: 0367389355
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Prob
Audience: Tertiary; University or College
Format: Paperback
Language: English
Number Of Pages: 237
Published: 29th September 2019
Publisher: CRC PR INC
Country of Publication: GB
Dimensions (cm): 22.9 x 15.2

Earn 311 Qantas Points
on this Book