Buy a book... 
| Asymptotics, Nonparametrics, and Time Series | Buy a book...
|
| Author(s): | S. Ghosh (Ed.) |
| Publisher: | Marcel Dekker |
| ISBN: | 0 8247 0051 1 |
| Format: | hardback |
| 833pp | |
| Price: | $225.00 |
| Review Date: | 23 May 2000 |
| Review: | This reference book comprises a series of articles on recent developments in asymptotic and nonparametric methods which are widely used in statistics. The book is a tribute to Professor Madan Lai Puri, on the occasion of his 70th birthday. The book contains over 2500 equations and gives exhaustive cover not only of nonparametrics, but also parametric, semiparametric, frequentist, Bayesian, bootstrap, adaptive, univariate, and multivariate statistical methods, as well as the use of Markov chain models. The twenty-four articles include: examples of empirical Fourier analysis; lead-time-dependent model selection and parameter estimation for multi-step prediction; modelling and interference problems for periodically correlated time series and seasonal/cyclical long memory processes; parameter- and observation-driven Poisson regression models; linearity tests, significant lags, asymptotics, and tests of independence for time series; and efficient estimates of the finite dimensional parameters in semiparametric additive regression models. |