Téléchargez le livre : Research Papers in Statistical Inference for Time Series and Related Models

Research Papers in Statistical Inference for Time Series and Related Models

Essays in Honor of Masanobu Taniguchi de

, ,

Éditeur :

Springer


Paru le : 2023-05-31

eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
231,04 €
Téléchargement immédiat
Dès validation de votre commande
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models.  Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.The performances of these methods are illustrated by a variety of data analyses. This collection of original papers provides the reader with comprehensive and state-of-the-art theoretical works on time series and related models. It contains deep and profound treatments of the asymptotic theory of statistical inference. In addition, many specialized methodologies based on the asymptotic theory are presented in a simple way for a wide variety of statistical models. This Festschrift finds its core audiences in statistics, signal processing, and econometrics.
Pages
570 pages
Collection
n.c
Parution
2023-05-31
Marque
Springer
EAN papier
9789819908028
EAN PDF
9789819908035
Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
57
Taille du fichier
25170 Ko
Prix
231,04 €
EAN EPUB
9789819908035
Informations sur l'ebook
Nombre pages copiables
5
Nombre pages imprimables
57
Taille du fichier
65638 Ko
Prix
231,04 €

Suggestions personnalisées