Higher Order Asymptotic Theory for Time Series Analysis 2024 pdf epub mobi 电子书

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发表于2024-11-14

Higher Order Asymptotic Theory for Time Series Analysis 2024 pdf epub mobi 电子书

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出版者:Springer Verlag

作者:Taniguchi, Masanobu

出品人:

页数:168

译者:

出版时间:1991-10

价格:$ 111.87

装帧:Pap

isbn号码:9780387975467

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Higher Order Asymptotic Theory for Time Series Analysis 2024 pdf epub mobi 电子书图书描述

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 studies are given, and they show that the higher order asymptotic theory is useful and important for time series analysis. Also the validities of Edgeworth expansions of some estimators are proved for dependent situations. Many results will serve as the basis for the further theoretical development and their applications.

Higher Order Asymptotic Theory for Time Series Analysis 2024 pdf epub mobi 电子书

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