Nonlinear Time Series
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Publication:3427681
DOI10.1201/9781420011210zbMath1179.62118OpenAlexW4235149167MaRDI QIDQ3427681
Publication date: 23 March 2007
Full work available at URL: https://doi.org/10.1201/9781420011210
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Diffusion processes (60J60)
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