Asymptotic theory of statistical inference for time series
From MaRDI portal
Publication:1582806
zbMath0955.62088MaRDI QIDQ1582806
Yoshihide Kakizawa, Masanobu Taniguchi
Publication date: 16 October 2000
Published in: Springer Series in Statistics (Search for Journal in Brave)
robustnessnumerical examplesdiscriminant analysisasymptotic efficiencylocal asymptotic normalitynonlinear modelsEdgeworth expansionscluster analysisdiffusion processesregression modelsLANWiener functionalssaddlepoint approximationshigher order asymptoticsnon-ergodic modelsnon-Gaussian linear processeslong-memory processesorthogonal increment processes
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of parametric tests (62F05) Inference from stochastic processes (62Mxx)
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