Research Papers in Statistical Inference for Time Series and Related Models
This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi''s 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive to...
This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi''s 70th birthday. It covers models such as long-range dependence models, nonlinear conditionally heteroscedastic time series, locally stationary processes, integer-valued time series, Lévy Processes, complex-valued time series, categorical time series, exclusive to...