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Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics) - Softcover
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There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. 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 autoregressive (AR), moving average (MA), and autoregressive moving average (ARMA) processes. We deal with a wide variety of stochastic processes, for example, non-Gaussian linear processes, long-memory processes, nonlinear processes, orthogonal increment process es, and continuous time processes. For them we develop not only the usual estimation and testing theory but also many other statistical methods and techniques, such as discriminant analysis, cluster analysis, nonparametric methods, higher order asymptotic theory in view of differential geometry, large deviation principle, and saddlepoint approximation. Because it is d ifficult to use the exact distribution theory, the discussion is based on the asymptotic theory. Optimality of various procedures is often shown by use of local asymptotic normality (LAN), which is due to LeCam. This book is suitable as a professional reference book on statistical anal ysis of stochastic processes or as a textbook for students who specialize in statistics. It will also be useful to researchers, including those in econo metrics, mathematics, and seismology, who utilize statistical methods for stochastic processes.
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Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)
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Asymptotic Theory of Statistical Inference for Time Series (Paperback)
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ISBN 10: 1461270286
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Paperback. Condition: new. Paperback. There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. 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 autoregressive (AR), moving average (MA), and autoregressive moving average (ARMA) processes. We deal with a wide variety of stochastic processes, for example, non-Gaussian linear processes, long-memory processes, nonlinear processes, orthogonal increment process es, and continuous time processes. For them we develop not only the usual estimation and testing theory but also many other statistical methods and techniques, such as discriminant analysis, cluster analysis, nonparametric methods, higher order asymptotic theory in view of differential geometry, large deviation principle, and saddlepoint approximation. Because it is d ifficult to use the exact distribution theory, the discussion is based on the asymptotic theory. Optimality of various procedures is often shown by use of local asymptotic normality (LAN), which is due to LeCam. This book is suitable as a professional reference book on statistical anal ysis of stochastic processes or as a textbook for students who specialize in statistics. It will also be useful to researchers, including those in econo metrics, mathematics, and seismology, who utilize statistical methods for stochastic processes. We deal with a wide variety of stochastic processes, for example, non-Gaussian linear processes, long-memory processes, nonlinear processes, orthogonal increment process es, and continuous time processes. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781461270287
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, includi. Seller Inventory # 4189662
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Asymptotic Theory of Statistical Inference for Time Series
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. 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 autoregressive (AR), moving average (MA), and autoregressive moving average (ARMA) processes. We deal with a wide variety of stochastic processes, for example, non-Gaussian linear processes, long-memory processes, nonlinear processes, orthogonal increment process es, and continuous time processes. For them we develop not only the usual estimation and testing theory but also many other statistical methods and techniques, such as discriminant analysis, cluster analysis, nonparametric methods, higher order asymptotic theory in view of differential geometry, large deviation principle, and saddlepoint approximation. Because it is d ifficult to use the exact distribution theory, the discussion is based on the asymptotic theory. Optimality of various procedures is often shown by use of local asymptotic normality (LAN), which is due to LeCam. This book is suitable as a professional reference book on statistical anal ysis of stochastic processes or as a textbook for students who specialize in statistics. It will also be useful to researchers, including those in econo metrics, mathematics, and seismology, who utilize statistical methods for stochastic processes. 684 pp. Englisch. Seller Inventory # 9781461270287
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Asymptotic Theory of Statistical Inference for Time Series
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Taschenbuch. Condition: Neu. Neuware -There has been much demand for the statistical analysis of dependent ob servations in many fields, for example, economics, engineering and the nat ural sciences. A model that describes the probability structure of a se ries of dependent observations is called a stochastic process. 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 autoregressive (AR), moving average (MA), and autoregressive moving average (ARMA) processes. We deal with a wide variety of stochastic processes, for example, non-Gaussian linear processes, long-memory processes, nonlinear processes, orthogonal increment process es, and continuous time processes. For them we develop not only the usual estimation and testing theory but also many other statistical methods and techniques, such as discriminant analysis, cluster analysis, nonparametric methods, higher order asymptotic theory in view of differential geometry, large deviation principle, and saddlepoint approximation. Because it is d ifficult to use the exact distribution theory, the discussion is based on the asymptotic theory. Optimality of various procedures is often shown by use of local asymptotic normality (LAN), which is due to LeCam. This book is suitable as a professional reference book on statistical anal ysis of stochastic processes or as a textbook for students who specialize in statistics. It will also be useful to researchers, including those in econo metrics, mathematics, and seismology, who utilize statistical methods for stochastic processes.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 684 pp. Englisch. Seller Inventory # 9781461270287
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Asymptotic Theory of Statistical Inference for Time Series
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ISBN 10: 1461270286
ISBN 13: 9781461270287
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Condition: New. Series: Springer Series in Statistics. Num Pages: 679 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 34. Weight in Grams: 1032. . 2012. Softcover reprint of the original 1st ed. 2000. Paperback. . . . . Seller Inventory # V9781461270287
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