1.

Record Nr.

UNICAMPANIAVAN00288779

Autore

Taniguchi, Masanobu

Titolo

Higher Order Asymptotic Theory for Time Series Analysis / Masanobu Taniguchi

Pubbl/distr/stampa

Berlin [etc.], : Springer-Verlag, 1991

Descrizione fisica

viii, 160 p. ; 24 cm

Soggetti

62-XX - Statistics [MSC 2020]

62E20 - Asymptotic distribution theory in statistics [MSC 2020]

62F05 - Asymptotic properties of parametric tests [MSC 2020]

62F12 - Asymptotic properties of parametric estimators [MSC 2020]

62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia