Higher Order Asymptotic Theory for Time Series Analysis /

This book gives higher order asymptotic results in time series analysis. Especially, higher order asymptotic optimality of estimators and power comparison of tests for ARMA processes are discussed. It covers higher order asymptotics of statistics of multivariate stationary processes. Numerical studi...

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Bibliographic Details

Main Author:	Taniguchi, Masanobu
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 1991.
Series:	Lecture notes in statistics (Springer-Verlag) ; 68.
Subjects:	Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book