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Springer Verlag Books

Books editi da Springer Verlag con argomento Time Series Analysis di Genere Mathematics

Athens Conference on Applied Probability and Time Series Analysis

Athens Conference on Applied Probability and Time Series Analysis

Athens Conference on Applied Probability and Time Series Analysis (1995)  Rosenblatt M. (EDT) 
edizioni Springer Verlag collana Springer Verlag (Paperback) , 1996

The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume II presents papers on time series analysis, many of which were contributed to a meeting in March 1995 partly in honour of E.J. Hannan. The initial...

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€ 139,30
Higher Order Asymptotic Theory for Time Series Analysis

Higher Order Asymptotic Theory for Time Series Analysis

Taniguchi Masanobu 
edizioni Springer Verlag collana Springer Verlag (Paperback) , 1991

This book gives higher order asymptotic results in time series analysis. Especially, higher order asymptotic optimality of estimators and power comparison of tests for ARMA processes are discussed. It covers higher order asymptotics of statistics of multivariate stationary processes. Numerical studies are given, and...

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€ 112,20