Taniguchi, Masanobu

Asymptotic theory of statistical inference for time series / Masanobu Taniguchi, Yoshihide Kakizawa - New York : Springer, 2000 - xvii, 661 p. : ill. ; 25 cm. - Springer series in statistics .

Atas permintaan Dr. Lim Swee Cheng - QFI. hbh 17/9/2002.

Includes bibliographical references (p. [619]-648) and index

0387950397 (alk. paper) RM374.10

00-040043


Time-series analysis
Stochastic processes