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Diagnostic Methods In Time Series

by Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano e Fumiya Akashi
language: english
Publisher: SPRINGER VERLAG, SINGAPORE, June of 2021 ‧
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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.

Diagnostic Methods In Time Series

by Masanobu Taniguchi, Anna Clara Monti, Tomoyuki Amano e Fumiya Akashi

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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