Research Papers in Statistical Inference for Time Series and Related Models

Language: English

Published by Springer, Springer Jun 2024, 2024

9819908051 / 9789819908059

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 608 pp. Englisch.…

Seller Inventory # 9789819908059

Title
Research Papers in Statistical Inference for Time Series and Related Models
Author
Yan Liu
Publisher
Springer, Springer Jun 2024
Publication year
2024
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
9819908051
ISBN 13
9789819908059
Item weight
908 grams
Dimensions
235x155x33 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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