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Higher Order Asymptotic Theory for Time Series Analysis: Vol 68 (Lecture Notes in Statistics) - Softcover
Synopsis
This study explores higher order asymptotic results in time series analysis, particularly the higher order asymptotic optimality of estimators and the power comparison of tests for ARMA processes. It covers the higher order asymptotics of statistics of multivariate stationary processes. Numerical studies are given, which demonstrate 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. It is hoped that the results of this text will serve as the basis for further theoretical development.
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- PublisherSpringer-Verlag Berlin and Heidelberg GmbH & Co. K
- Publication date1991
- ISBN 10 3540975462
- ISBN 13 9783540975465
- BindingPaperback
- LanguageEnglish
- Number of pages168
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Higher order asymptotic theory for time series analysis.
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1991
ISBN 10: 3540975462
ISBN 13: 9783540975465
Used
Softcover
Seller: Antiquariat Bookfarm, Löbnitz, Germany
Seller rating 5 out of 5 stars
Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD conditon, some traces of use. Sf 169 3540975462 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2086586
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Higher Order Asymptotic Theory for Time Series Analysis (Lecture Notes in Statistics)
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1991
ISBN 10: 3540975462
ISBN 13: 9783540975465
Used
Softcover
Seller: Buchpark, Trebbin, Germany
Seller rating 5 out of 5 stars
Condition: Gut. Zustand: Gut - Gebrauchs- und Lagerspuren. Außen: verschmutzt, angestoßen. Innen: Seiten eingerissen. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 168 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 42763549/203
Quantity: 1 available