3 edition of **Higher order asymptotic theory for time series analysis** found in the catalog.

Higher order asymptotic theory for time series analysis

Masanobu Taniguchi

- 15 Want to read
- 31 Currently reading

Published
**1991**
by Springer-Verlag in Berlin, New York
.

Written in English

- Time-series analysis.,
- Asymptotic distribution (Probability theory)

**Edition Notes**

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

Statement | Masanobu Taniguchi. |

Series | Lecture notes in statistics ;, 68, Lecture notes in statistics (Springer Verlag) ;, v.68. |

Classifications | |
---|---|

LC Classifications | QA280 .T36 1991 |

The Physical Object | |

Pagination | viii, 160 p. : |

Number of Pages | 160 |

ID Numbers | |

Open Library | OL1653570M |

ISBN 10 | 0387975462 |

LC Control Number | 91213155 |

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Large Covariance and Autocovariance Matrices, By Arup Bose and Monika Bhattacharjee. Higher‐Order Accurate Spectral Density Estimation of Functional Time. Time series A time series is a series of observations x t, observed over a period of time.

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