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Asymptotic Theory of Statistical Inference for Time Series by Masanobu Taniguchi, Yoshihide Kakizawa (Hardcover, 2000)

About this product

About this product

Product Information

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.

Product Identifiers

Publisher
Springer-Verlag New York Inc.
ISBN-13
9780387950396
eBay Product ID (ePID)
95925163

Product Key Features

Author
Masanobu Taniguchi, Yoshihide Kakizawa
Publication Name
Asymptotic Theory of Statistical Inference for Time Series
Format
Hardcover
Language
English
Subject
Mathematics
Publication Year
2000
Type
Textbook
Number of Pages
662 Pages

Dimensions

Item Height
235mm
Item Width
155mm
Item Weight
2490g

Additional Product Features

Title_Author
Yoshihide Kakizawa, Masanobu Taniguchi
Series Title
Springer Series in Statistics
Country/Region of Manufacture
United States

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