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Science & Math Books > Statistics Books
Hardcover Asymptotic Theory of Statistical Inference for Time Series Book
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ISBN: 0387950397

ISBN13: 9780387950396

Asymptotic Theory of Statistical Inference for Time Series

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Format: Hardcover

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Book Overview

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...

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Math Mathematics Science & Math Statistics

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