Nonlinear Time Series —— Semiparametric and Nonparametric Methods

----- 时序的半参数方法

ISBN: 9781584886136 出版年：2007 页码：249 Gao, Jiti CRC Press

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