Higher Order Asymptotic Theory for Time Series Analysis pdf epub mobi txt 电子书下载 2025

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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

丛书系列:

图书标签:

时间序列分析
高等渐近理论
统计学
概率论
数学统计
时间序列模型
渐近性质
统计推断
随机过程
高等数学

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具体描述

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.