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Asymptotic Theory of Statistical Inference for Time Series Book PDF Summary

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.

Detail Book of Asymptotic Theory of Statistical Inference for Time Series PDF

Asymptotic Theory of Statistical Inference for Time Series
  • Author : Masanobu Taniguchi
  • Release : 06 December 2012
  • Publisher : Springer Science & Business Media
  • ISBN : 9781461211624
  • Genre : Mathematics
  • Total Page : 671 pages
  • Language : English
  • PDF File Size : 16,9 Mb

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