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Higher Order Asymptotic Theory for Time Series Analysis 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Taniguchi, Masanobu 作者

Springer Verlag

譯者

1991-10 出版日期

168 頁數

$ 111.87 價格

Pap

叢書系列

9780387975467 圖書編碼

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發表於2024-11-12

Higher Order Asymptotic Theory for Time Series Analysis 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Higher Order Asymptotic Theory for Time Series Analysis 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Higher Order Asymptotic Theory for Time Series Analysis 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Higher Order Asymptotic Theory for Time Series Analysis 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Higher Order Asymptotic Theory for Time Series Analysis 在線電子書圖書描述

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 在線電子書下載 mobi epub pdf txt 在線電子書下載

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