عنوان
پدید آورنده
موضوع
رده
QA280 .G36 2007
QA280
.
G36
2007
کتابخانه
محل استقرار
1584886137
9781584886136
b782961
Nonlinear time series :
[Book]
semiparametric and nonparametric methods /
Jiti Gao.
Boca Raton :
Chapman & Hall/CRC,
©2007.
vii, 237 pages :
illustrations ;
24 cm.
Monographs on statistics and applied probability ;
108
Includes bibliographical references (pages 209-229) and index.
Estimation in nonlinear time series -- Nonlinear time series specification -- Model selection in nonlinear time series -- Continuous-time diffusion models -- Long-range dependent time series.
0
Studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully nonparametric models and methods. 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.
Nonlinear theories.
Time-series analysis.
MATHEMATICS-- Probability & Statistics-- Time Series.
Nichtlineare Zeitreihenanalyse
Nichtparametrisches Verfahren
Nonlinear theories.
Semiparametrisches Verfahren
Time-series analysis.
519
.
5/5
22
QA280
.
G36
2007
QH
237
SK
870
ST
600
rvk
rvk
rvk
Gao, Jiti,1962-
20201206212500.0
مطالعه متن کتاب [Book]
Y
