Diagnostic Methods In Time Series
language: english
Publisher:
SPRINGER VERLAG, SINGAPORE, June of 2021 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9789811622632 |
| Publisher: | SPRINGER VERLAG, SINGAPORE |
| Release Date: | June of 2021 |
| Language: | English |
| Dimensions: | 155 x 235 x 20 mm |
| Cover: | Softcover |
| Pages: | 108 |
| Format: | Book |
| Collection: | Springerbriefs In Statistics |
| Categories: |
Books in English
>
Science
>
Mathematics
Books in English > Others |
| EAN: | 9789811622632 |
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