Developments in time series analysis : in honour of Maurice B. Priestley

書誌事項

Developments in time series analysis : in honour of Maurice B. Priestley

edited by T. Subba Rao

Chapman & Hall, 1993

1st ed

大学図書館所蔵 件 / 全29件

この図書・雑誌をさがす

注記

"Books and papers by M.B. Priestley": p. [xxi]-xxiii

Includes bibliographical references and index

内容説明・目次

内容説明

This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent developments in the analysis of linear, onlinear (non-Gaussian), stationary and nonstationary time series. The topics include cointegration, estimation and asymptotic theory, Kalman filtering, nonparametric statistical inference, long memory models, nonlinear models, spectral analysis of stationary and nonstationary processes. Quite a number of papers are devoted to modelling and analysis of real time series, and the econometricians, mathematical statisticians, communications engineers and scientists who use time series techniques and Fourier analysis should find the papers in this volume useful.

目次

List of Contributors. Foreword. Preface. Books and Papers by M. B. Priestley. About the Volume and Summary of Papers. Linear Time Series Models. Estimation and Asymptotics for Times Series Models. Spectral Analysis of Stationary Time Series. Nonparametric Statistical Inference in Time Series. Nonlinear and Non Gaussian Time Series Models. Index.

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