Book review of: M. Taniguchi and Y. Kakizawa, Asymptotic theory of statistical inference for time series

DOI10.1007/s001840200225zbMath1360.00030MaRDI QIDQ745390

D. Kharzeev

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840200225

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62-02: Research exposition (monographs, survey articles) pertaining to statistics

62F05: Asymptotic properties of parametric tests

00A17: External book reviews

62Mxx: Inference from stochastic processes