書誌事項

Time series in the time domain

edited by E.J. Hannan, P.R. Krishnaiah, M.M. Rao

(Handbook of statistics, v. 5)

North-Holland , Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1985

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注記

Includes bibliographies and index

内容説明・目次

内容説明

In this volume prominent workers in the field discuss various time series methods in the time domain, complementing Volume 3. The topics included are autoregressive-moving average models, control, estimation, identification, model selection, non-linear time series, non-stationary time series, prediction, robustness, sampling designs, signal attenuation, and speech recognition.

目次

Nonstationary Autoregressive Time Series (W.A. Fuller). Non-Linear Time Series Models and Dynamical Systems (T. Ozaki). Autoregressive Moving Average Models, Intervention Problems and Outlier Detection in Time Series (G.C. Tiao). Robustness in Time Series and Estimating ARMA Models (R.D. Martin, V.J. Yohai). Time Series Analysis with Unequally Spaced Data (R.H. Jones). Various Model Selection Techniques in Time Series Analysis (R. Shibata). Estimation of Parameters in Dynamical Systems (L. Ljung). Recursive Identification, Estimation and Control (P. Young). General Structure and Parametrization of ARMA and State-Space Systems and its Relation to Statistical Problems (M.D. Deistler). Harmonizable, Cramer, and Karhunen Classes of Processes (M.M. Rao). On Non-Stationary Time Series (C.S.K. Bhagavan). Harmonizable Filtering and Sampling to Time Series (D.K. Chang). Sampling Designs for Time Series (S. Cambanis). Measuring Attenuation (M.A. Cameron, P.J. Thomson). Speech Recognition Using LPC Distance Measures (P.J. Thomson, P. De Souza). Varying Coefficient Regression (D.F. Nicholls, A.R. Pagan). Small Samples and Large Equation Systems (H. Theil, D.G. Fiebig). Index.

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  • Handbook of statistics

    North-Holland , Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co. 1980-

    所蔵館3館

詳細情報

  • NII書誌ID(NCID)
    BA00199221
  • ISBN
    • 0444876294
  • LCCN
    85010207
  • 出版国コード
    ne
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Amsterdam ; New York,New York, N.Y., U.S.A.
  • ページ数/冊数
    xiv, 490 p.
  • 大きさ
    25 cm
  • 分類
  • 件名
  • 親書誌ID
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