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Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)

Name: Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)
ISBN: 9780387950396

Masanobu Taniguchi, Yoshihide Kakizawa

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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.

Kategorien:

Mathematics

Jahr:

2000

Auflage:

Verlag:

Springer

Sprache:

english

Seiten:

341

ISBN 10: