Asymptotic Theory of Statistical Inference for Time Series (e-bok)
Format
E-bok
Filformat
PDF med Adobe-kryptering
Om Adobe-kryptering
PDF-böcker lämpar sig inte för läsning på små skärmar, t ex mobiler.
Nedladdning
Kan laddas ned under 24 månader, dock max 3 gånger.
Språk
Engelska
Utgivningsdatum
2012-12-06
Förlag
Springer New York
ISBN
9781461211624
Asymptotic Theory of Statistical Inference for Time Series (e-bok)

Asymptotic Theory of Statistical Inference for Time Series E-bok

E-bok (PDF - DRM), Engelska, 2012-12-06
2394

15% rabatt med kod BF22 i kassan

Gäller t.o.m. söndag 27/11 när du handlar för minst 299 kr. Villkor

Ladda ned och läs i en e-boksläsare. Tips på appar
Finns även som
Visa alla 2 format & utgåvor
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.
Visa hela texten

Kundrecensioner

Har du läst boken? Sätt ditt betyg »

Fler böcker av författarna