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Asymptotic Theory of Statistical Inference for Time Series (Springer Series in Statistics) - Tapa blanda
Libro 52 de 160: Springer Series in Statistics
Sinopsis
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.
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Críticas
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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."
Reseña del editor
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.
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Asymptotic Theory of Statistical Inference for Time Series (eng)
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Asymptotic Theory of Statistical Inference for Time Series
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, includi. Nº de ref. del artículo: 4189662
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Asymptotic Theory of Statistical Inference for Time Series
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Springer, Humana Okt 2012, 2012
ISBN 10: 1461270286
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 684 pp. Englisch. Nº de ref. del artículo: 9781461270287
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Taschenbuch. Condición: Neu. Asymptotic Theory of Statistical Inference for Time Series | Masanobu Taniguchi (u. a.) | Taschenbuch | Springer Series in Statistics | xvii | Englisch | 2012 | Humana | EAN 9781461270287 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Nº de ref. del artículo: 106014071
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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9781461270287
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Asymptotic Theory of Statistical Inference for Time Series
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Springer, Humana Okt 2012, 2012
ISBN 10: 1461270286
ISBN 13: 9781461270287
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 684 pp. Englisch. Nº de ref. del artículo: 9781461270287
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