<p>Masanobu Taniguchi, Yoshihide Kakizawa, "Asymptotic Theory of Statistical Inference for Time Series " <br/>Springer | 2000 | ISBN: 0387950397 | 661 pages </p><p>The primary aims of this book are to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA and ARMA processes. A wide variety of stochastic processes, e.g., non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss the usual estimation and testing theory and also many other statistical methods and techniques, e.g., discriminant analysis, nonparametric methods, semiparametric approaches, higher order asymptotic theory in view of differential geometry, large deviation principle and saddlepoint approximation. Because it is difficult to use the exact distribution theory, the discussion is based on the asymptotic theory. The optimality of various procedures is often shown by use of the local asymptotic normality (LAN) which is due to Le Cam. The LAN gives a unified view for ! the time series asymptotic theory.&nbsp; </p><p>Very good book for students major in time series or stochastic processes. Strong commend!!</p><p><br/>Ch1. Elements of stochastic processes</p><p>Ch2. LAN for&nbsp; stochastic processes</p><p>Ch3. Asymptotic theory of estimation and tesing </p><p>Ch4. High order&nbsp; Asymptotic theory of stochastic processes</p><p>Ch5. Asymptotic theory for long memory process</p><p>Ch6. Statistical analysis based on spectral analysis</p><p>Ch7. Discriminat analysis for stationary time series</p><p>Ch8. LAD and SA for stochastic processes</p><p>[UseMoney=2] </p><p>&nbsp;<a href="http://rapidshare.com/files/205671780/asymptotic_theory_of_statistical_inference_for_time_series.djvu">http://rapidshare.com/files/205671780/asymptotic_theory_of_statistical_inference_for_time_series.djvu</a></p><p><a href="http://uploading.com/files/MVM8ZXTS/Asymptotic_theory_of_statistical_inference_for_time_series.rar.html">http://uploading.com/files/MVM8ZXTS/Asymptotic_theory_of_statistical_inference_for_time_series.rar.html</a></p><p><a href="http://depositfiles.com/en/files/1epojgnqo">http://depositfiles.com/en/files/1epojgnqo</a></p><p>[/UseMoney]</p>

[此贴子已经被作者于2009-4-19 16:39:28编辑过]