Nonlinear time series: semiparametric and nonparametric methods
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Boca Raton [u.a.]
Chapman & Hall/CRC
2007
|
| Schriftenreihe: | Monographs on statistics and applied probability
108 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis Klappentext |
| Beschreibung: | VII, 237 S. graph. Darst. |
| ISBN: | 9781584886136 1584886137 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804136559345139712 |
|---|---|
| adam_text | Contents
Preface
1
1.1
1.2
1.3
2
2.1
2.2
2.3
2.4
2.5
2.6
3
3.1
3.2
3.3
3.4
3.5
3.6
iv CONTENTS
4 Model
4.1
4.2 Semiparametric
4.3 Semiparametric
4.4
4.5
4.6
5
5.1
5.2
5.3
5.4
5.5
5.6
6
6.1
6.2
6.3
6.4
6.5
6.6
7
7.1
7.2
References
Author Index
Subject Index
STATISTICS
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
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.
Features
•
in semiparametric models
•
moments
•
criteria
•
and specification testing of continuous-time models
•
dependent time series
|
| adam_txt |
Contents
Preface
1
1.1
1.2
1.3
2
2.1
2.2
2.3
2.4
2.5
2.6
3
3.1
3.2
3.3
3.4
3.5
3.6
iv CONTENTS
4 Model
4.1
4.2 Semiparametric
4.3 Semiparametric
4.4
4.5
4.6
5
5.1
5.2
5.3
5.4
5.5
5.6
6
6.1
6.2
6.3
6.4
6.5
6.6
7
7.1
7.2
References
Author Index
Subject Index
STATISTICS
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
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.
Features
•
in semiparametric models
•
moments
•
criteria
•
and specification testing of continuous-time models
•
dependent time series |
| any_adam_object | 1 |
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| dewey-full | 519.5/5 |
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| discipline | Informatik Mathematik Wirtschaftswissenschaften |
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| illustrated | Illustrated |
| index_date | 2024-07-02T17:44:55Z |
| indexdate | 2024-07-09T20:58:19Z |
| institution | BVB |
| isbn | 9781584886136 1584886137 |
| language | English |
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| physical | VII, 237 S. graph. Darst. |
| publishDate | 2007 |
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| publisher | Chapman & Hall/CRC |
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| series | Monographs on statistics and applied probability |
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| spelling | Gao, Jiti 1962- Verfasser (DE-588)122189892 aut Nonlinear time series semiparametric and nonparametric methods Jiti Gao Boca Raton [u.a.] Chapman & Hall/CRC 2007 VII, 237 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Monographs on statistics and applied probability 108 Nonlinear theories Time-series analysis Nichtparametrisches Verfahren (DE-588)4339273-8 gnd rswk-swf Semiparametrisches Verfahren (DE-588)7576374-6 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd rswk-swf Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 s Nichtparametrisches Verfahren (DE-588)4339273-8 s Semiparametrisches Verfahren (DE-588)7576374-6 s b DE-604 Monographs on statistics and applied probability 108 (DE-604)BV002494005 108 Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015679280&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015679280&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA Klappentext |
| spellingShingle | Gao, Jiti 1962- Nonlinear time series semiparametric and nonparametric methods Monographs on statistics and applied probability Nonlinear theories Time-series analysis Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Semiparametrisches Verfahren (DE-588)7576374-6 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd |
| subject_GND | (DE-588)4339273-8 (DE-588)7576374-6 (DE-588)4276267-4 |
| title | Nonlinear time series semiparametric and nonparametric methods |
| title_auth | Nonlinear time series semiparametric and nonparametric methods |
| title_exact_search | Nonlinear time series semiparametric and nonparametric methods |
| title_exact_search_txtP | Nonlinear time series semiparametric and nonparametric methods |
| title_full | Nonlinear time series semiparametric and nonparametric methods Jiti Gao |
| title_fullStr | Nonlinear time series semiparametric and nonparametric methods Jiti Gao |
| title_full_unstemmed | Nonlinear time series semiparametric and nonparametric methods Jiti Gao |
| title_short | Nonlinear time series |
| title_sort | nonlinear time series semiparametric and nonparametric methods |
| title_sub | semiparametric and nonparametric methods |
| topic | Nonlinear theories Time-series analysis Nichtparametrisches Verfahren (DE-588)4339273-8 gnd Semiparametrisches Verfahren (DE-588)7576374-6 gnd Nichtlineare Zeitreihenanalyse (DE-588)4276267-4 gnd |
| topic_facet | Nonlinear theories Time-series analysis Nichtparametrisches Verfahren Semiparametrisches Verfahren Nichtlineare Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015679280&sequence=000003&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015679280&sequence=000004&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
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