Ebooks de Fumiya Akashi en PDF et EPUB

2 Livre(s)
Télécharger le livre : Diagnostic Methods in Time Series
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Diagnostic Methods in Time Series
Fumiya Akashi , Tomoyuki Amano , Anna Clara Monti , Masanobu Taniguchi
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...

Editeur : Springer
Parution : 2021-06-08
Collection : SpringerBriefs in Statistics
PDF, ePub

68,89 €
Télécharger le livre : Empirical Likelihood and Quantile Methods for Time Series
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Empirical Likelihood and Quantile Methods for Time Series
Fumiya Akashi , Yan Liu , Masanobu Taniguchi
This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the point of view of efficiency but also from that of robustness and optimality by minimizing...

Editeur : Springer
Parution : 2018-12-05
Collection : SpringerBriefs in Statistics
PDF, ePub

58,29 €