Name: Diagnostic Methods in Time Series
Price: 698.95 DKK
Availability: InStock
Author: Fumiya Akashi
ISBN: 9789811622632

Diagnostic Methods in Time Series af Fumiya Akashi

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Paperback
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698,95 kr.

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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

Forlag:
Springer Verlag, Singapore

Indbinding:
Paperback

Sideantal:
108

Udgivet:
9. juni 2021

Udgave:
12021

Størrelse:
155x235x0 mm.

Vægt:
454 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 20. november 2024

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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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