Springer Series in Statistics Asymptotic Theory of Statistical Inference for Time Series
Type
Book
Authors
ISBN 10
0387950397
ISBN 13
9780387950396
Category
Unknown
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Publication Year
2000
Publisher
Pages
662
Series Name
Description
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. - from Amzon
Number of Copies
1
