Developments in Time Series Analysis: In Honour of Maurice B. Priestley - Couverture rigide

Rao, T. Subba

Couverture rigide

ISBN 10 : 0412492601 ISBN 13 : 9780412492600

Editeur : CRC Press, 1993

Synopsis

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.

Détails de l'édition

• Éditeur: CRC Press
• Date d'édition: 1993
• Langue: anglais
• ISBN 10: 0412492601
• ISBN 13: 9780412492600
• Reliure: Relié
• Nombre de pages: 440
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible