Asymptotics, Nonparametrics, and Time Series

Distribution Hypothesis Process Density Edgeworth expansions Local Central Weak convergence Distribution function ARMA model Spectral Normality Ij Dirichlet Maximum likelihood estimator Time series Data set Autoregressive Models Dirichlet process IRI Follow Posterior Distribution Asymptotically Normal Asymptotic Relative Efficiencies Iid Random Variables Innovation Density Linear Rank Statistics Nonparametric Functional Estimation North Holland Publishing Company Nuisance Parameter Hellinger Distance Martingale Central Limit Theorem Multistep Prediction Transition Distribution