Asymptotic Theory of Statistical Inference for Time Series /
The primary aims of this book are 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, e.g., non-Gaussian linear processes, long-memory...
| Main Author: | Taniguchi, Masanobu |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Other Authors: | Kakizawa, Yoshihide |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2000.
|
| Series: | Springer series in statistics.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Similar Items
Introduction to Time Series and Forecasting /
by: Brockwell, Peter J.
Published: (1996)
by: Brockwell, Peter J.
Published: (1996)
Gaussian and Non-Gaussian Linear Time Series and Random Fields /
by: Rosenblatt, Murray
Published: (2000)
by: Rosenblatt, Murray
Published: (2000)
An Intermediate Course in Probability /
by: Gut, Allan
Published: (1995)
by: Gut, Allan
Published: (1995)
Probability Matching Priors: Higher Order Asymptotics /
by: Datta, Gauri Sankar
Published: (2004)
by: Datta, Gauri Sankar
Published: (2004)
Threshold Models in Non-linear Time Series Analysis /
by: Tong, Howell
Published: (1983)
by: Tong, Howell
Published: (1983)
Statistics : the Conceptual Approach /
by: Iversen, Gudmund R.
Published: (1997)
by: Iversen, Gudmund R.
Published: (1997)
Probability and Statistics : Theory and Applications /
by: Blom, Gunnar
Published: (1989)
by: Blom, Gunnar
Published: (1989)
Goodness-of-Fit Tests and Model Validity /
by: Huber-Carol, C.
Published: (2002)
by: Huber-Carol, C.
Published: (2002)
Advances in the Statistical Sciences: Applied Probability, Stochastic Processes, and Sampling Theory : Volume I of the Festschrift in Honor of Professor V.M. Joshi's 70th Birthday /
by: MacNeill, Ian B.
Published: (1986)
by: MacNeill, Ian B.
Published: (1986)
Festschrift for Lucien Le Cam : Research Papers in Probability and Statistics /
by: Pollard, David
Published: (1997)
by: Pollard, David
Published: (1997)
Chaos: A Statistical Perspective /
by: Chan, Kung-sik
Published: (2001)
by: Chan, Kung-sik
Published: (2001)
Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Communication /
by: Prabhu, N. U.
Published: (1998)
by: Prabhu, N. U.
Published: (1998)
Probability via Expectation /
by: Whittle, Peter, 1927-
Published: (2000)
by: Whittle, Peter, 1927-
Published: (2000)
A History of Inverse Probability : From Thomas Bayes to Karl Pearson /
by: Dale, Andrew I.
Published: (1991)
by: Dale, Andrew I.
Published: (1991)
Theory of Stochastic Canonical Equations : Volumes I and II /
by: Girko, V. L. (Vi͡acheslav Leonidovich)
Published: (2001)
by: Girko, V. L. (Vi͡acheslav Leonidovich)
Published: (2001)
Conditionally Specified Distributions /
by: Arnold, Barry C.
Published: (1992)
by: Arnold, Barry C.
Published: (1992)
Extremes and Related Properties of Random Sequences and Processes /
by: Leadbetter, M. R.
Published: (1983)
by: Leadbetter, M. R.
Published: (1983)
Developments in Robust Statistics : International Conference on Robust Statistics 2001 /
by: Dutter, R. (Rudolf)
Published: (2003)
by: Dutter, R. (Rudolf)
Published: (2003)
The Statistical Analysis of Discrete Data /
by: Santner, Thomas J.
Published: (1989)
by: Santner, Thomas J.
Published: (1989)
Fundamentals of statistics /
by: Mulholland, H. (Henry), et al.
Published: (1968)
by: Mulholland, H. (Henry), et al.
Published: (1968)
Statistical distributions in scientific work.
Published: (1981)
Published: (1981)
Introductory Statistics and Random Phenomena : Uncertainty, Complexity and Chaotic Behavior in Engineering and Science /
by: Denker, Manfred
Published: (1998)
by: Denker, Manfred
Published: (1998)
Stochastic Models in Reliability Theory : Proceedings of a Symposium Held in Nagoya, Japan, April 23-24, 1984 /
by: Osaki, Shunji
Published: (1984)
by: Osaki, Shunji
Published: (1984)
Statistics of Random Processes : II. Applications /
by: Liptser, Robert S.
Published: (2001)
by: Liptser, Robert S.
Published: (2001)
Statistics of Random Processes : I. General Theory /
by: Liptser, Robert S.
Published: (2001)
by: Liptser, Robert S.
Published: (2001)
Index to the distributions of mathematical statistics /
by: Haight, Frank A.
Published: (1958)
by: Haight, Frank A.
Published: (1958)
Statistical Data Analysis Based on the L1-Norm and Related Methods /
by: Dodge, Yadolah
Published: (2002)
by: Dodge, Yadolah
Published: (2002)
Stochastic Networks /
by: Glasserman, Paul
Published: (1996)
by: Glasserman, Paul
Published: (1996)
Mathematical Statistics for Economics and Business /
by: Mittelhammer, Ron C.
Published: (1996)
by: Mittelhammer, Ron C.
Published: (1996)
The New Statistical Analysis of Data /
by: Anderson, T. W.
Published: (1996)
by: Anderson, T. W.
Published: (1996)
Contributions to Probability and Statistics : Essays in Honor of Ingram Olkin /
by: Gleser, Leon Jay
Published: (1989)
by: Gleser, Leon Jay
Published: (1989)
Statistics of Random Processes II : Applications /
by: Liptser, R. S.
Published: (1978)
by: Liptser, R. S.
Published: (1978)
Statistical Properties of the Generalized Inverse Gaussian Distribution /
by: Jørgensen, Bent
Published: (1982)
by: Jørgensen, Bent
Published: (1982)
Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface /
by: Eddy, William F.
Published: (1981)
by: Eddy, William F.
Published: (1981)
Activity-Based Statistics : Student Guide /
by: Scheaffer, Richard L.
Published: (1996)
by: Scheaffer, Richard L.
Published: (1996)
Asymptotics in Statistics : Some Basic Concepts /
by: Cam, Lucien
Published: (2000)
by: Cam, Lucien
Published: (2000)
Probability /
by: Pitman, Jim
Published: (1993)
by: Pitman, Jim
Published: (1993)
Strong Limit Theorems /
by: Lin, Zhengyan
Published: (1992)
by: Lin, Zhengyan
Published: (1992)
An Introduction to Stochastic Processes and Their Applications /
by: Todorovic, P. (Petar)
Published: (1992)
by: Todorovic, P. (Petar)
Published: (1992)
High Dimensional Probability III /
by: Hoffmann-Jørgensen, Jørgen
Published: (2003)
by: Hoffmann-Jørgensen, Jørgen
Published: (2003)