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    Asymptotic Theory of Statistical Inference for Time Series

Asymptotic Theory of Statistical Inference for Time Series

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.
      Format: CONTRIBUTORS: Masanobu Taniguchi, Yoshihide Kakizawa EAN: 9780387950396 COUNTRY: United States PAGES: WEIGHT: 2490 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2000-08-11 CITY: GENRE: MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Probability and statistics, Stochastics

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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.
      Format: CONTRIBUTORS: Masanobu Taniguchi, Yoshihide Kakizawa EAN: 9780387950396 COUNTRY: United States PAGES: WEIGHT: 2490 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2000-08-11 CITY: GENRE: MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Probability and statistics, Stochastics

      Customer Reviews

      Be the first to write a review
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