مؤلف: Yoshihide Kakizawa

There has been much demand for the statistical analysis of dependent ob- servations in many fields, for example, economics, engineering and the nat- ural sciences. A model that describes the probabil …

This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi’s 70th birthday. It covers models such as long-range dependence …