Book review of: Katsuto Tanaka, Time series analysis. Nonstationary and noninvertible distribution theory. 2nd ed.

DOI10.1007/S00362-019-01114-XzbMATH Open1436.00016OpenAlexW2946447570WikidataQ127800671 ScholiaQ127800671MaRDI QIDQ2010802FDOQ2010802

Uwe Hassler

Publication date: 28 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-019-01114-x

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Functional limit theorems; invariance principles (60F17) External book reviews (00A17)

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