£118.89

Springer Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics)

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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. Review From the reviews: MATHEMATICAL REVIEWS "It is valuable both as an advanced graduate level text and as a reference for researchers?he book can be most strongly recommended."

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
23 October 2012
Listed Since
03 March 2013

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