Econometrics, finance, and time series analysis /
This book provides a new contemporary time series approach for econometrics and finance. In a concrete manner a very general divergence between spectra is introduced, resulting in the development of a statistical inference that is efficient and robust, and leads to a new perspective. A measure of sy...
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Bibliographic Details
| Main Authors: |
Taniguchi, Masanobu
(Author),
Pierret, Diane, 1986-
(Author),
Schumann, Martin
(Author),
Severini, Thomas A. (Thomas Alan), 1959-
(Author),
Tripathi, Gautam
(Author),
Xue, Yujie
(Author) |
|---|
| Format: | eBook
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| Language: | English |
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| Published: |
Singapore :
Springer,
2026.
|
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| Series: | SpringerBriefs in statistics. JSS research series in statistics.
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| Subjects: | |
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