Nonlinear Time Series: Semiparametric and Nonparametric Methods

摘要

This monograph focuses on an up-to-date description of recent developments in semiparametric methods in model estimation, specification testing and selection of non-linear time series data. Most of the material is the research work of the author along with other researchers. The methods that are discussed in the book are useful in the theoretical and empirical analyses of non-linear time series data.