SpringerBriefs in Statistics
SpringerBriefs in Statistics
This 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.
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This book presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes.
