Time series analysis : nonstationary and noninvertible distribution theory /

"This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added....

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Bibliographic Details

Main Author:	Tanaka, Katsuto, 1950-
Format:	eBook
Language:	English
Published:	Hoboken, NJ : John Wiley & Sons, Inc., [2017]
Edition:	Second edition.
Series:	Wiley Series in Probability and Statistics
Subjects:	Time-series analysis.
Online Access:	Connect to the full text of this electronic book