Titlebook: Diagnostic Methods in Time Series; Fumiya Akashi,Masanobu Taniguchi,Tomoyuki Amano Book 2021 The Author(s), under exclusive license to Spr

RALES

Fumiya Akashi,Masanobu Taniguchi,Tomoyuki AmanoCovers a broad range of techniques for model diagnostics of time series models under general settings.Provides robust testing procedures including variable selection and causality without any moment c

俗艷

SpringerBriefs in Statisticshttp://image.papertrans.cn/d/image/270691.jpg

ODIUM

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善辯

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疾馳

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https://doi.org/10.1007/978-1-4419-7085-5ence, feedback?and causality?between two processes is as important as diagnostics for a time series model itself, which are discussed in Chaps.?.–.. First, we introduce a measure of dependence for vector nonparametric linear processes, and derive the asymptotic distribution of the test statistic by

大酒杯

Diagnostic Methods in Time Series978-981-16-2264-9Series ISSN 2191-544X Series E-ISSN 2191-5458

擁擠前

Elements of Stochastic Processes,d where the nature of this dependence is of interest. A model which describes the probability structure of time series observations ., ., is called a stochastic process. An . might be the value of a stock return at time ., the water level in a river at time ., and so on. In this chapter, we will int