9789811622632 - diagnostic methods in time series (jss research series in statistics) de akashi, fumiya; taniguchi, masanobu; monti, anna clara; amano, tomoyuki (14 resultados)
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Paperback. Condición: new. Paperback. This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance pro…cesses. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics. This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Diagnostic Methods in Time Series (JSS Research Series in Statistics)
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara; Amano, Tomoyuki
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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Diagnostic Methods in Time Series (SpringerBriefs in Statistics)
Fumiya Akashi, Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano
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Librería: Chiron Media, Wallingford, Reino UnidoChiron Media
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Paperback. Condición: New.
Diagnostic Methods in Time Series (JSS Research Series in Statistics)
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara; Amano, Tomoyuki
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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Diagnostic Methods in Time Series
Akashi, Fumiya/ Taniguchi, Masanobu/ Monti, Anna Clara/ Amano, Tomoyuki
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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Paperback. Condición: Brand New. 118 pages. 9.25x6.10x0.25 inches. In Stock.
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Paperback. Condición: new. Paperback. This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance pro…cesses. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics. This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Taschenbuch. Condición: Neu. Diagnostic Methods in Time Series | Fumiya Akashi (u. a.) | Taschenbuch | SpringerBriefs in Statistics | x | Englisch | 2021 | Springer | EAN 9789811622632 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbiet…er: preigu.
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonsta…ndard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.
Diagnostic Methods in Time Series
Akashi, Fumiya/ Taniguchi, Masanobu/ Monti, Anna Clara/ Amano, Tomoyuki
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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Paperback. Condición: Brand New. 118 pages. 9.25x6.10x0.25 inches. In Stock. This item is printed on demand.
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable re…sults for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics. 120 pp. Englisch.
Diagnostic Methods in Time Series (JSS Research Series in Statistics)
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara; Amano, Tomoyuki
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Covers a broad range of techniques for model diagnostics of time series models under general settingsProvides robust testing procedures including variable selection and causality without any moment conditions.
Diagnostic Methods in Time Series (JSS Research Series in Statistics)
Akashi, Fumiya; Taniguchi, Masanobu; Monti, Anna Clara; Amano, Tomoyuki
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemaniabuchversandmimpf2000
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable result…s for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 120 pp. Englisch.
