Taniguchi, Masanobu

Higher order asymptotic theory for time series analysis/ Masanobu Taniguchi. - Berlin ; New York: Springer-Verlag, c1991. - viii, 160 p.: ill.; 25 cm. - Lecture notes in statistics ; 68. . - Lecture notes in statistics (Springer-Verlag) v. 68. .

Includes bibliographical references (p. 149-155) and indexes.

0387975462 (U.S.)

91213155


Série chronologique.
Distribution asymptotique (Théorie des probabilités).
Time-series analysis
Asymptotic distribution (Probability theory)

519.5/5