Higher Order Asymptotic Theory for Time Series Analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1991
|
| Schriftenreihe: | Lecture Notes in Statistics
68 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background |
| Beschreibung: | 1 Online-Ressource (VIII, 160p. 10 illus) |
| ISBN: | 9781461231547 9780387975467 |
| ISSN: | 0930-0325 |
| DOI: | 10.1007/978-1-4612-3154-7 |
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Datensatz im Suchindex
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| institution | BVB |
| isbn | 9781461231547 9780387975467 |
| issn | 0930-0325 |
| language | English |
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| spelling | Taniguchi, Masanobu Verfasser aut Higher Order Asymptotic Theory for Time Series Analysis by Masanobu Taniguchi New York, NY Springer New York 1991 1 Online-Ressource (VIII, 160p. 10 illus) txt rdacontent c rdamedia cr rdacarrier Lecture Notes in Statistics 68 0930-0325 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 expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background Statistics Statistics, general Statistik Asymptotik (DE-588)4126634-1 gnd rswk-swf Asymptotische Statistik (DE-588)4203167-9 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Asymptotik (DE-588)4126634-1 s Zeitreihenanalyse (DE-588)4067486-1 s 1\p DE-604 Asymptotische Statistik (DE-588)4203167-9 s 2\p DE-604 https://doi.org/10.1007/978-1-4612-3154-7 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Taniguchi, Masanobu Higher Order Asymptotic Theory for Time Series Analysis Statistics Statistics, general Statistik Asymptotik (DE-588)4126634-1 gnd Asymptotische Statistik (DE-588)4203167-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4126634-1 (DE-588)4203167-9 (DE-588)4067486-1 |
| title | Higher Order Asymptotic Theory for Time Series Analysis |
| title_auth | Higher Order Asymptotic Theory for Time Series Analysis |
| title_exact_search | Higher Order Asymptotic Theory for Time Series Analysis |
| title_full | Higher Order Asymptotic Theory for Time Series Analysis by Masanobu Taniguchi |
| title_fullStr | Higher Order Asymptotic Theory for Time Series Analysis by Masanobu Taniguchi |
| title_full_unstemmed | Higher Order Asymptotic Theory for Time Series Analysis by Masanobu Taniguchi |
| title_short | Higher Order Asymptotic Theory for Time Series Analysis |
| title_sort | higher order asymptotic theory for time series analysis |
| topic | Statistics Statistics, general Statistik Asymptotik (DE-588)4126634-1 gnd Asymptotische Statistik (DE-588)4203167-9 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Statistics Statistics, general Statistik Asymptotik Asymptotische Statistik Zeitreihenanalyse |
| url | https://doi.org/10.1007/978-1-4612-3154-7 |
| work_keys_str_mv | AT taniguchimasanobu higherorderasymptotictheoryfortimeseriesanalysis |