书目名称 | Higher Order Asymptotic Theory for Time Series Analysis |
编辑 | Masanobu Taniguchi |
视频video | http://file.papertrans.cn/427/426971/426971.mp4 |
丛书名称 | Lecture Notes in Statistics |
图书封面 |  |
描述 | The initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book‘s existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an important topic. In 1986 I visited Center for Mul tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansi |
出版日期 | Book 1991 |
关键词 | Covariance matrix; Estimator; Likelihood; Time series; Variance; correlation |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4612-3154-7 |
isbn_softcover | 978-0-387-97546-7 |
isbn_ebook | 978-1-4612-3154-7Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
issn_series | 0930-0325 |
copyright | Springer-Verlag Berlin Heidelberg 1991 |