De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Diagnostic Methods in Time Series

Bag om 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. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9789811622632
  • Indbinding:
  • Paperback
  • Sideantal:
  • 108
  • Udgivet:
  • 9. juni 2021
  • Udgave:
  • 12021
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
  • 8-11 hverdage.
  • 7. december 2024

Normalpris

Abonnementspris

- Rabat på køb af fysiske bøger
- 1 valgfrit digitalt ugeblad
- 20 timers lytning og læsning
- Adgang til 70.000+ titler
- Ingen binding

Abonnementet koster 75 kr./md.
Ingen binding og kan opsiges når som helst.

Beskrivelse af 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. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models.

Brugerbedømmelser af Diagnostic Methods in Time Series



Find lignende bøger
Bogen Diagnostic Methods in Time Series findes i følgende kategorier: