Higher Order Asymptotic Theory for Time Series Analysis: Vol 68 - Brossura

Taniguchi, Masanobu

 
9783540975465: Higher Order Asymptotic Theory for Time Series Analysis: Vol 68
Brossura
ISBN 10: 3540975462 ISBN 13: 9783540975465
Casa editrice: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1991

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Data di pubblicazione
1991
Lingua
Inglese
ISBN 10 
3540975462
ISBN 13 
9783540975465
Rilegatura
Copertina flessibile
Numero di pagine
168
Contatto del produttore
non disponibile
Persona responsabile
non disponibile

Altre edizioni note dello stesso titolo

9780387975467: Higher Order Asymptotic Theory for Time Series Analysis: 68

Edizione in evidenza

ISBN 10:  0387975462 ISBN 13:  9780387975467
Casa editrice: Springer, 1991
Brossura