Higher Order Asymptotic Theory for Time Series Analysis

The 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...