Asymptotic Theory of Statistical Inference for Time Series (Paperback, Softcover reprint of the original 1st ed. 2000)

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.

General

Imprint:	Springer-Verlag New York
Country of origin:	United States
Series:	Springer Series in Statistics
Release date:	March 2013
First published:	2000
Authors:	Masanobu Taniguchi • Yoshihide Kakizawa
Dimensions:	235 x 155 x 34mm (L x W x T)
Format:	Paperback
Pages:	662
Edition:	Softcover reprint of the original 1st ed. 2000
ISBN-13:	978-1-4612-7028-7
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics
LSN:	1-4612-7028-6
Barcode:	9781461270287

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