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Asymptotic Theory of Statistical Inference for Time Series
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Asymptotic Theory of Statistical Inference for Time Series

We deal with a wide variety of stochastic processes, for example, non-Gaussian linear processes, long-memory processes, nonlinear processes, orthogonal increment process­ es, and continuous time processes.
Opplag
2000 ed.
ISBN
9780387950396
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
11.8.2000
Antall sider
662