Nonlinear time series, semiparametric and nonparametric methods

Nonlinear Time Series: Semiparametric an

📁 Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

✍ Jiti Gao 📂 Library 📅 2007 🏛 Chapman and Hall/CRC 🌐 English

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 dimensio

Nonlinear Time Series: Semiparametric an

📁 Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

✍ Jiti Gao 📂 Library 📅 2007 🏛 Chapman and Hall/CRC 🌐 English

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 dimensio

Nonlinear Time Series: Semiparametric an

📁 Nonlinear Time Series: Semiparametric and Nonparametric Methods (Chapman & Hall CRC Monographs on Statistics & Applied Probability)

✍ Jiti Gao 📂 Library 📅 2007 🌐 English

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 dimensio

Nonlinear time series: Nonparametric and

📁 Nonlinear time series: Nonparametric and Parametric Methods

✍ Jianqing Fan, Qiwei Yao 📂 Library 📅 2003 🏛 Springer 🌐 English

This book presents the contemporary statistical methods and theory of nonlinear time series analysis. The principal focus is on nonparametric and semiparametric techniques developed in the last decade. It covers the techniques for modelling in state-space, in frequency-domain as well as in time-doma

Nonlinear Time Series Nonparametric and

📁 Nonlinear Time Series Nonparametric and Parametric Methods

✍ Jianqing Fan, Qiwei Yao 📂 Library 📅 2003 🏛 Springer 🌐 English

Semiparametric and Nonparametric Methods

📁 Semiparametric and Nonparametric Methods in Econometrics

✍ Joel L. Horowitz (auth.) 📂 Library 📅 2009 🏛 Springer-Verlag New York 🌐 English

<p><P>Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normall