Cover; Title; Copyright; Contents; Preface; CHAPTER 1: Introduction; CHAPTER 2: Estimation in Nonlinear Time Series; CHAPTER 3: Nonlinear Time Series Specification; CHAPTER 4: Model Selection in Nonlinear Time Series; CHAPTER 5: Continuous-Time Diffusion Models; CHAPTER 6: Long-Range Dependent Time Series; CHAPTER 7: Appendix; References; Author Index; Subject Index
Summary
Studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully nonparametric models and methods. This book examines semiparametric estimation and specification methods and then applies these approaches to a class of nonlinear continuous-time models with real-world data
