{"product_id":"higher-order-asymptotic-theory-for-time-series-analysis-lecture-notes-in-statistics-0387975462","title":"Higher Order Asymptotic Theory for Time Series Analysis (Lecture Notes in Statistics)","description":"\u003cp\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 0387975462\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Taniguchi, Masanobu\u003c\/p\u003e\u003cp\u003e\u003cstrong\u003eCondition:\u003c\/strong\u003e New\u003c\/p\u003e\u003cp\u003eThe initial basis of this book was a series of my research papers, that I listed in References. I have many people to thank for the book's existence. Regarding higher order asymptotic efficiency I thank Professors Kei Takeuchi and M. Akahira for their many comments. I used their concept of efficiency for time series analysis. During the summer of 1983, I had an opportunity to visit The Australian National University, and could elucidate the third-order asymptotics of some estimators. I express my sincere thanks to Professor E.J. Hannan for his warmest encouragement and kindness. Multivariate time series analysis seems an important topic. In 1986 I visited Center for Mul tivariate Analysis, University of Pittsburgh. I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. I am very grateful to the late Professor P.R. Krishnaiah for his cooperation and kindness. In Japan my research was mainly performed in Hiroshima University. There is a research group of statisticians who are interested in the asymptotic expansions in statistics. Throughout this book I often used the asymptotic expansion techniques. I thank all the members of this group, especially Professors Y. Fujikoshi and K. Maekawa foItheir helpful discussion. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T. Nagai, respectively. It is a pleasure to thank them for giving me much of research background.\u003c\/p\u003e","brand":"Mia Karts","offers":[{"title":"Default Title","offer_id":51855913845024,"sku":"NEW0387975462","price":65.99,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0980\/7426\/3840\/files\/51tfdCc4WUL.jpg?v=1781543620","url":"https:\/\/miakarts.com\/products\/higher-order-asymptotic-theory-for-time-series-analysis-lecture-notes-in-statistics-0387975462","provider":"Miakarts Books","version":"1.0","type":"link"}