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Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi

Research Papers in Statistical Inference for Time Series and Related Models: Essays in Honor of Masanobu Taniguchi

Paperback

Probability & Statistics

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ISBN10: 9819908051
ISBN13: 9789819908059
Publisher: Springer
Published: Jun 2 2024
Pages: 570
Language: English

This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive topic models, and copula models. Many cutting-edge methods such as empirical likelihood methods, quantile regression, portmanteau tests, rank-based inference, change-point detection, testing for the goodness-of-fit, higher-order asymptotic expansion, minimum contrast estimation, optimal transportation, and topological methods are proposed, considered, or applied to complex data based on the statistical inference for stochastic processes.

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Probability & Statistics