LIBROS DEL AUTOR: fumiya akashi

3 resultados para LIBROS DEL AUTOR: fumiya akashi

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  • Diagnostic Methods in Time Series
    Anna Clara Monti / Fumiya Akashi / Masanobu Taniguchi
    This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based o...
    Disponible

    48,65 €

  • Diagnostic Methods in Time Series
    Anna Clara Monti / Fumiya Akashi / Masanobu Taniguchi
    This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based o...
    Disponible

    86,51 €

  • Empirical Likelihood and Quantile Methods for Time Series
    Fumiya Akashi / Masanobu Taniguchi / Yan Liu
    This book integrates the fundamentals of asymptotic theory of statistical inference for time series under nonstandard settings, e.g., infinite variance processes, not only from the point of view of efficiency but also from that of robustness and optimality by minimizing prediction error. This is the first book to consider the generalized empirical likelihood applied to time ser...
    Disponible

    74,31 €