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...

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Bibliographic Details
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.
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Online Access:Connect to the full text of this electronic book
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by Taniguchi, Masanobu
Published 2000
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