| Record ID | marc_columbia/Columbia-extract-20221130-013.mrc:144999333:3066 |
| Source | marc_columbia |
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LEADER: 03066cam a22003854a 4500
001 6171874
005 20221122002710.0
008 070504t20072007flua b 001 0 eng
010 $a 2007276077
015 $aGBA742257$2bnb
016 7 $a013691729$2Uk
019 $a149649859
020 $a9781584886136 (acid-free paper)
020 $a1584886137 (acid-free paper)
029 1 $aYDXCP$b2499156
035 $a(NNC)6171874
035 $a(OCoLC)141003491$z(OCoLC)149649859
035 $a(OCoLC)ocn141003491
035 $a6171874
040 $aDLC$cDLC$dHKP$dUKM$dYDXCP$dBAKER$dBTCTA$dOrLoB-B
050 00 $aQA280$b.G36 2007
082 00 $a519.5/5$222
100 1 $aGao, Jiti,$d1962-$0http://id.loc.gov/authorities/names/n00014196
245 10 $aNonlinear time series :$bsemiparametric and nonparametric methods /$cJiti Gao.
260 $aBoca Raton :$bChapman & Hall/CRC,$c[2007], ©2007.
300 $avii, 237 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aMonographs on statistics and applied probability ;$v108
504 $aIncludes bibliographical references (p. 209-229) and index.
505 00 $g1.$tIntroduction -- $g1.1.$tPreliminaries -- $g1.2.$tExamples and models -- $g1.3.$tBibliographical notes -- $g2.$tEstimation in Nonlinear Time Series -- $g2.1.$tIntroduction -- $g2.2.$tSemiparametric series estimation -- $g2.3.$tSemiparametric kernel estimation -- $g2.4.$tSemiparametric single-index estimation -- $g2.5.$tTechnical notes -- $g2.6.$tBibliographical notes -- $g3.$tNonlinear Time Series Specification -- $g3.1.$tIntroduction -- $g3.2.$tTesting for parametric mean models -- $g3.3.$tTesting for semiparametric variance models -- $g3.4.$tTesting for other semiparametric models -- $g3.5.$tTechnical notes -- $g3.6.$tBibliographical notes -- $g4.$tModel Selection in Nonlinear Time Series -- $g4.1.$tIntroduction -- $g4.2.$tSemiparametric cross-validation method -- $g4.3.$tSemiparametric penalty function method -- $g4.4.$tExamples and applications -- $g4.5.$tTechnical notes -- $g4.6.$tBibliographical notes -- $g5.$tContinuous-Time Diffusion Models -- $g5.1.$tIntroduction -- $g5.2.$tNonparametric and semiparametric estimation -- $g5.3.$tSemiparametric specification -- $g5.4.$tEmpirical comparisons -- $g5.5.$tTechnical notes -- $g5.6.$tBibliographical notes -- $g6.$tLong-Range Dependent Time Series -- $g6.1.$tIntroductory results -- $g6.2.$tGaussian semiparametric estimation -- $g6.3.$tSimultaneous semiparametric estimation -- $g6.4.$tLRD stochastic volatility models -- $g6.5.$tTechnical notes -- $g6.6.$tBibliographical notes -- $g7.$tAppendix -- $g7.1.$tTechnical lemmas -- $g7.2.$tAsymptotic normality and expansions.
650 0 $aTime-series analysis.$0http://id.loc.gov/authorities/subjects/sh85135430
650 0 $aNonlinear theories.$0http://id.loc.gov/authorities/subjects/sh85092332
830 0 $aMonographs on statistics and applied probability (Series) ;$v108.$0http://id.loc.gov/authorities/names/n42017051
852 00 $bmat$hQA280$i.G36 2007