求最新的一本非线性时间序列的书
J. Gao, Nonlinear Time Series: Semiparametric and Nonparametric Methods, Chapman & Hall/CRC, London, 2007.
不是Yao&Fan的那本。
谢谢大家!
作者相关信息
http://www.adelaide.edu.au/directory/jiti.gao
Professor Jiti Gao is an Australian Professorial Fellow from January 2010. Professor Jiti Gao is also Professor of Economics (with Chair in Econometrics) at The University of Adelaide from January 2008. Prior to that, he had been working at The University of Western Australia from December 1999 - December 2007.
3. Gao, J., King, M. L., Lu, Z. and Tjøstheim, D., Specification testing in
nonstationary time series autoregression. Forthcoming in the Annals of Statistics.
Accepted on March 3rd, 2009.
4. Gao, J., King, M. L., Lu, Z. and Tjøstheim, D., Nonparametric specification
testing for nonlinear time series with nonstationarity. Forthcoming in Econometric
Theory. Accepted on February 11th, 2009.
5. Gao, J., Lin, Z. and Li, D., Local M–estimation in spatial time series regression.
Forthcoming in the Journal of Time Series Analysis. Accepted on January 28th,
2009