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References

  • Harville, D.A. (1997).Matrix Algebra From a Statistician’s Perspective. New York: Springer.

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References

  • Brockwell, P.J. and Davis, R.A. (1991).Time Series: Theory and Methods, 2 nd ed. Berlin-New York: Springer.

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  • Hallin, M., Taniguchi, M., Serroukh, A., and Choy, K. (1999). Local asymptotic normality for regression models with long-memory disturbance.Annals of Statistics, 27, 2054–2080.

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  • Taniguchi, M. (1991).Higher Order Asymptotic Theory for Time Series Analysis. Lecture Notes in Statistics Vol. 68, Heidelberg — New York: Springer.

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Authors and Affiliations

  1. Dortmund, Germany

    Jürgen Groβ

  2. Dortmund, Germany

    Olaf Schoffer

  3. Wuppertal, Germany

    Christian Kleiber

Authors
  1. Jürgen Groβ
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  2. Olaf Schoffer
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  3. Christian Kleiber
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Groβ, J., Schoffer, O. & Kleiber, C. Book reviews. Statistical Papers 43, 607–609 (2002). https://doi.org/10.1007/s00362-002-0129-4

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  • DOI: https://doi.org/10.1007/s00362-002-0129-4

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