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

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Taniguchi, Masanobu

Springer Verlag

1991-10

168

$ 111.87

Pap

9780387975467

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发表于2024-11-15

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

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

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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 下载 mobi epub pdf txt 电子书