Time Series Analysis (eBook, PDF)
Katsuto Tanaka
eBook, PDF

Time Series Analysis (eBook, PDF)

Nonstationary and Noninvertible Distribution Theory

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Reflects the developments and new directions in the field since the publication of the first successful edition and contains a complete set of problems and solutions This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged...

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