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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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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 | Sprache: Englisch | Produktart: Bücher. Seller Inventory # 42763549/203
Quantity: 1 available