Diagnostic Methods in Time Series - JSS Research Series in Statistics - Fumiya Akashi - Bøker - Springer Verlag, Singapore - 9789811622632 - 9. juni 2021
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Diagnostic Methods in Time Series - JSS Research Series in Statistics 1st ed. 2021 edition

Fumiya Akashi

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Diagnostic Methods in Time Series - JSS Research Series in Statistics 1st ed. 2021 edition

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.


108 pages, 10 Illustrations, color; 7 Illustrations, black and white; X, 108 p. 17 illus., 10 illus.

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Utgitt 9. juni 2021
ISBN13 9789811622632
Utgivere Springer Verlag, Singapore
Antall sider 108
Mål 454 g