Book review of: M. Taniguchi and Y. Kakizawa, Asymptotic theory of statistical inference for time series

DOI10.1007/S001840200225zbMATH Open1360.00030OpenAlexW4245152685MaRDI QIDQ745390

D. Kharzeev

Publication date: 14 October 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840200225

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic properties of parametric tests (62F05) External book reviews (00A17) Inference from stochastic processes (62Mxx)

Related Items (1)

Advances in time series forecasting

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