Asymptotics, Nonparametrics, and Time Series

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  • Asymptotics, Nonparametrics, and Time Series Book Detail

  • Author : Subir Ghosh
  • Release Date : 1999-02-18
  • Publisher : CRC Press
  • Genre : Mathematics
  • Pages : 864
  • ISBN 13 : 9780824700515
  • File Size : 67,67 MB

Asymptotics, Nonparametrics, and Time Series by Subir Ghosh PDF Summary

Book Description: "Contains over 2500 equations and exhaustively covers not only nonparametrics but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as practical uses of Markov chain models."

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This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time