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)