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Diagnostic Methods in Time Series - Fumiya Akashi - Bog

Bag om Diagnostic Methods in Time Series

This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811622632
  • Indbinding:
  • Paperback
  • Sideantal:
  • 108
  • Udgivet:
  • 9. juni 2021
  • Udgave:
  • 12021
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 9. december 2024

Normalpris

  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Diagnostic Methods in Time Series

This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models.

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