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Statistical Portfolio Estimation Masanobu Taniguchi 1. izdevums
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Statistical Portfolio Estimation
Masanobu Taniguchi
This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset processes are introduced, including non-Gaussian stationary processes, nonlinear processes, nonstationary processes, and the book provides a framework for statistical inference using local asymptotic normality. <
388 pages, 66 Illustrations, black and white
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2021. gada 30. jūnijs |
| ISBN13 | 9781032096490 |
| Izdevēji | Taylor & Francis Ltd |
| Lapas | 388 |
| Izmēri | 150 × 220 × 10 mm · 684 g |
| Valoda | Angļu |
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![Cover for Masanobu Taniguchi · Asymptotic Theory of Statistical Inference for Time Series - Springer Series in Statistics (Paperback Book) [Softcover reprint of the original 1st ed. 2000 edition] (2012)](https://imusic.b-cdn.net/images/item/original/287/9781461270287.jpg?masanobu-taniguchi-2012-asymptotic-theory-of-statistical-inference-for-time-series-springer-series-in-statistics-paperback-book&class=scaled&v=1490522595)
![Cover for Masanobu Taniguchi · Higher Order Asymptotic Theory for Time Series Analysis - Lecture Notes in Statistics (Paperback Book) [Softcover reprint of the original 1st ed. 1991 edition] (1991)](https://imusic.b-cdn.net/images/item/original/467/9780387975467.jpg?masanobu-taniguchi-1991-higher-order-asymptotic-theory-for-time-series-analysis-lecture-notes-in-statistics-paperback-book&class=scaled&v=1624814931)
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