Higher Order Asymptotic Theory for Time Series Analysis pdf epub mobi txt 電子書下載2025

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出版者:Springer Verlag

作者:Taniguchi, Masanobu

出品人:

頁數:168

译者:

出版時間:1991-10

價格:$ 111.87

裝幀:Pap

isbn號碼:9780387975467

叢書系列:

圖書標籤:

時間序列分析
高等漸近理論
統計學
概率論
數學統計
時間序列模型
漸近性質
統計推斷
隨機過程
高等數學

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具體描述

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.