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Higher Order Asymptotic Theory for Time Series Analysis 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Taniguchi, Masanobu 作者

Springer Verlag

译者

1991-10 出版日期

168 页数

$ 111.87 价格

Pap

丛书系列

9780387975467 图书编码

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Higher Order Asymptotic Theory for Time Series Analysis 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Higher Order Asymptotic Theory for Time Series Analysis 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Higher Order Asymptotic Theory for Time Series Analysis 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Higher Order Asymptotic Theory for Time Series Analysis 在线电子书图书描述

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.

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