Developments in time series analysis : in honour of Maurice B. Priestley
著者
書誌事項
Developments in time series analysis : in honour of Maurice B. Priestley
Chapman & Hall, 1993
1st ed
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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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