Diagnostic Methods in Time Series - Bog af Fumiya Akashi - Paperback
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.
Bogreolen.dk
DKK 731.95
Diagnostic Methods in Time Series - Fumiya Akashi
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.
Tales.dk
DKK 732.95