ENGLISH

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

By Masanobu Taniguchi , Yoshihide Kakizawa

Book information

Publisher
Springer
Year
2000
ISBN
0387950397, 9780387950396
Open Library ID
OL7448683M
Language
english
Format
DJVU
Filesize
7 MB (7489900 bytes)
Edition
1
Pages
341\341
Time added
2011-06-04 13:46:07

Description

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.

Similar books