Kostenloser Versand
Bequem zahlen
Wir sind gerne für Sie daThis book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field.
Produkteigenschaften
- Artikelnummer: 9783319480145
- Medium: Buch
- ISBN: 978-3-319-48014-5
- Verlag: Springer
- Erscheinungstermin: 16.12.2016
- Sprache(n): Englisch
- Auflage: 1. Auflage 2016
- Serie: SpringerBriefs in Statistics
- Produktform: Kartoniert
- Gewicht: 226 g
- Seiten: 90
- Format (B x H): 155 x 235 mm
- Ausgabetyp: Kein, Unbekannt