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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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
1991.
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| Series: | Lecture notes in statistics (Springer-Verlag) ;
68. |
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- A Survey of the First-Order Asymptotic Theory for Time Series Analysis
- Higher Order Asymptotic Theory for Gaussian Arma Processes
- Validity of Edgeworth Expansions in Time Series Analysis
- Higher Order Asymptotic Sufficiency, Asymptotic Ancillarity in Time Series Analysis
- Higher Order Investigations for Testing Theory in Time Series Analysis
- Higher Order Asymptotic Theory for Multivariate Time Series
- Some Practical Examples
- Appendix
- References
- Author Index
- Subject Index.