Asymptotic Theory of Statistical Inference for Time Series

The primary aims of this book are to provide modern statistical techni ques and theory for stochastic processes. A wide variety of stochastic processes, e.g., non-Gaussian linear processes, long-memory processes , nonlinear processes, non-ergodic processes and diffusion processes a re described. The book is suitable as a reference book on the statisti cal analysis of stochastic processes. It will be useful for researcher s in areas such as financial engineering, mathematics, and seismology.