Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics
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Published By Springer New York

9780387975467, 9781461231547

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Higher Order Investigations for Testing Theory in Time Series Analysis

Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-3154-7_5 ◽

1991 ◽

pp. 104-115

Author(s):

Masanobu Taniguchi

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Higher Order ◽

Series Analysis ◽

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A Survey of the First-Order Asymptotic Theory for Time Series Analysis

Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-3154-7_1 ◽

1991 ◽

pp. 1-10

Author(s):

Masanobu Taniguchi

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Asymptotic Theory ◽

First Order ◽

Series Analysis

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Higher Order Asymptotic Theory for Multivariate Time Series

Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-3154-7_6 ◽

1991 ◽

pp. 116-128

Author(s):

Masanobu Taniguchi

Keyword(s):

Time Series ◽

Asymptotic Theory ◽

Multivariate Time Series ◽

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Higher Order Asymptotic Theory for Gaussian ARMA Processes

Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-3154-7_2 ◽

1991 ◽

pp. 11-61

Author(s):

Masanobu Taniguchi

Keyword(s):

Asymptotic Theory ◽

Higher Order ◽

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Some Practical Examples

Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-3154-7_7 ◽

1991 ◽

pp. 129-140

Author(s):

Masanobu Taniguchi

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Higher Order Asymptotic Sufficiency, Asymptotic Ancillarity in Time Series Analysis

Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-3154-7_4 ◽

1991 ◽

pp. 90-103

Author(s):

Masanobu Taniguchi

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Higher Order ◽

Series Analysis

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Validity of Edgeworth Expansions in Time Series Analysis

Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4612-3154-7_3 ◽

1991 ◽

pp. 62-89

Author(s):

Masanobu Taniguchi

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Edgeworth Expansions ◽

Series Analysis

Download Full-text