Asymptotic Theory of Statistical Inference for Time Series (2000) (Springer Series in Statistics)
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- Synopsis
- 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.
- Copyright:
- 2000
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9781461211624
- Related ISBNs:
- 9780387950396
- Publisher:
- Springer New York
- Date of Addition:
- 12/21/20
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.