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1
by Taniguchi, Masanobu, Kakizawa, Yoshihide
Published 2000
Springer New York
Table of Contents: “... -- 6.2 Application to Parameter Estimation for Stationary Processes -- 6.3 Asymptotically Efficient...”
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2
by Taniguchi, Masanobu, Amano, Tomoyuki, Ogata, Hiroaki, Taniai, Hiroyuki
Published 2014
Springer International Publishing
“... processes, long-memory processes, locally stationary processes etc. are introduced and their optimal...”
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3
by Taniguchi, Masanobu
Published 1991
Springer New York
Table of Contents: “... of Gaussian stationary processes -- 3.2. Validity of Edgeworth expansions of generalized maximum likelihood...”