{"product_id":"9783319480145","title":"SpringerBriefs in Statistics","description":"\u003ch1\u003eSpringerBriefs in Statistics\u003c\/h1\u003e \u003ch2\u003eCherubini, Umberto; Gobbi, Fabio; Mulinacci, Sabrina\u003c\/h2\u003e \u003cp\u003eThis 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. \u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2016-12-16\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9783319480145\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-3-319-48015-2\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 90\u003c\/p\u003e ","brand":"Springer International Publishing","offers":[{"title":"Default Title","offer_id":45937838129292,"sku":"9783319480145","price":53.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9783319480145.jpg?v=1775774933","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9783319480145","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}