Wentworth
Institute of Technology
Diagnostic Methods in Time Series
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....
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| Main Authors: | , , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore :
Springer Singapore : Imprint: Springer,
2021.
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| Edition: | 1st ed. 2021. |
| Series: | SpringerBriefs in statistics. JSS research series in statistics.
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| Subjects: | |
| Online Access: |
Full text (Wentworth users only) |