How Long to Read Diagnostic Methods in Time Series

How Long Does it Take to Read Diagnostic Methods in Time Series?

It takes the average reader 2 hours to read Diagnostic Methods in Time Series by Fumiya Akashi

Assuming a reading speed of 250 words per minute. Learn more

Description

This book contains new aspects of model diagnostics in time series analysis, including variable selection problems and higher-order asymptotics of tests. This is the first book to cover systematic approaches and widely applicable results for nonstandard models including infinite variance processes. The book begins by introducing a unified view of a portmanteau-type test based on a likelihood ratio test, useful to test general parametric hypotheses inherent in statistical models. The conditions for the limit distribution of portmanteau-type tests to be asymptotically pivotal are given under general settings, and very clear implications for the relationships between the parameter of interest and the nuisance parameter are elucidated in terms of Fisher-information matrices. A robust testing procedure against heavy-tailed time series models is also constructed in the context of variable selection problems. The setting is very reasonable in the context of financial data analysis and econometrics, and the result is applicable to causality tests of heavy-tailed time series models. In the last two sections, Bartlett-type adjustments for a class of test statistics are discussed when the parameter of interest is on the boundary of the parameter space. A nonlinear adjustment procedure is proposed for a broad range of test statistics including the likelihood ratio, Wald and score statistics.

How long is Diagnostic Methods in Time Series?

Diagnostic Methods in Time Series by Fumiya Akashi is 117 pages long, and a total of 30,069 words.

This makes it 39% the length of the average book. It also has 37% more words than the average book.

How Long Does it Take to Read Diagnostic Methods in Time Series Aloud?

The average oral reading speed is 183 words per minute. This means it takes 2 hours and 44 minutes to read Diagnostic Methods in Time Series aloud.

What Reading Level is Diagnostic Methods in Time Series?

Diagnostic Methods in Time Series is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Diagnostic Methods in Time Series?

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