Nonlinear Time Series: Semiparametric and Nonparametric Methods by Jiti Gao (Eng

Description: Nonlinear Time Series by Jiti Gao 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. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description 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. Author Biography University of Adelaide, Australia Table of Contents Introduction. Estimation in Nonlinear Time Series. Nonlinear Time Series Specification. Model Selection in Nonlinear Time Series. Continuous-Time Diffusion Models. Long-Range Dependent Time Series. Appendix. References. Indices. Review "!The author has presented the material very carefully !There are plenty of real examples and all the methods are illustrated. ! I believe the book is extremely useful and definitely will be helpful to many advanced research workers." --Journal of Time Series Analysis, 2009 "The monograph provides a timely addition to the subject of nonlinear time series ! the author presents a thorough and rigorous theoretical framework for semiparametric nonlinear time series and analysis." --Scott H. Holan, University of Missouri-Columbia, Journal of the American Statistical Association, June 2009, Vol. 104, No. 486 Review Quote "…The author has presented the material very carefully …There are plenty of real examples and all the methods are illustrated. … I believe the book is extremely useful and definitely will be helpful to many advanced research workers." -Journal of Time Series Analysis, 2009 "The monograph provides a timely addition to the subject of nonlinear time series … the author presents a thorough and rigorous theoretical framework for semiparametric nonlinear time series and analysis." -Scott H. Holan, University of Missouri-Columbia, Journal of the American Statistical Association, June 2009, Vol. 104, No. 486 Details ISBN1584886137 Author Jiti Gao Short Title NONLINEAR TIME SERIES Pages 237 Language English ISBN-10 1584886137 ISBN-13 9781584886136 Media Book Format Hardcover DEWEY 519.55 Series Number 108 Illustrations Yes Year 2007 Imprint Chapman & Hall/CRC Country of Publication United States Edition 1st Subtitle Semiparametric and Nonparametric Methods Birth 1962 Affiliation University of Adelaide, Australia DOI 10.1604/9781584886136 UK Release Date 2007-03-22 AU Release Date 2007-03-22 NZ Release Date 2007-03-22 US Release Date 2007-03-22 Publisher Taylor & Francis Inc Series Chapman & Hall/CRC Monographs on Statistics and Applied Probability Publication Date 2007-03-22 Alternative 9780367389352 Audience Professional & Vocational We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:160783007;

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