The primary aim of this book is 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, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.
發表於2024-12-04
Asymptotic Theory of Statistical Inference for Time Series 2024 pdf epub mobi 電子書 下載
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Asymptotic Theory of Statistical Inference for Time Series 2024 pdf epub mobi 電子書 下載