Nonlinear Time Series

Nonlinear Time Series

Autor: Jiti Gao
Editorial: CRC Press
Edición: 1
Fecha de publicación: 2007
ISBN: 9780367389352

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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

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