Asymptotic Theory of Statistical Inference for Time Series (Heftet)

Serie: Springer Series in Statistics 

Forfatter:

og

Forfatter: og
Innbinding: Heftet
Utgivelsesår: 2012
Antall sider: 662
Forlag: Springer-Verlag New York Inc.
Språk: Engelsk
Serie:
ISBN/EAN: 9781461270287
Kategori: Matematikk
Omtale Asymptotic Theory of Statistical Inference for Time Series
The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.

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