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Paperback Diagnostic Methods in Time Series Book
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ISBN: 9811622639

ISBN13: 9789811622632

Diagnostic Methods in Time Series

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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 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...

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Format: Paperback

Condition: New

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