書評 Asymptotic Theory of Statistical Inference for Time Series (Springer Series in statistics), (2000) Springer, Masanobu Taniguchi and Yoshihide Kakizawa

By 細谷 雄三. 2001

65 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/474862020dcb1b09a6b62134391d7d1cda1aca6e

Citations in the corpus

• On the range of validity of the autoregressive sieve bootstrap (2012, unknown): “Under standard and mild regularity conditions [see, for instance, Dahlhaus (1985), Theorem 2.1 and Taniguchi and Kakizawa (2000), Chapter 6.1], it is known that √ n(Tn − γ (h)) ⇒ N(0, τ 2) where τ 2 = 2π ∫ π −π 4 cos(λh)2f 2(λ) dλ + ∫ ∫ 4 cos(λ1h) cos(λ2h)f4(−λ1, λ2,−λ2) dλ1 dλ2.”