Time series analysis : nonstationary and noninvertible distribution theory

Author(s)

• 田中, 勝人 タナカ, カツト

Bibliographic Information

Time series analysis : nonstationary and noninvertible distribution theory

Katsuto Tanaka

（Wiley series in probability and mathematical statistics, . Probability and statistics）

J. Wiley, c1996

• : cloth

Note

"A Wiley-Interscience publication"

Includes bibliographical references and indexes

Description and Table of Contents

Description

This book is devoted to nonstationary time series analysis. It takes a mathematically rigorous topic and puts it in terms that statisticians can understand.

Table of Contents

Motivating Examples. Stochastic Calculus in Mean Square. Functional Central Limit Theorems. The Stochastic Process Approach. The Fredholm Approach. Numerical Integration. Estimation Problems in Nonstationary Autoregressive Models. Estimation Problems in Noninvertible Moving Average Models. Unit Root Tests in Autoregressive Models. Unit Root Tests in Moving Average Models. Statistical Analysis of Cointegration. Solutions to Problems. References. Indexes. List of Series Titles.

by "Nielsen BookData"

Details

• NCID: BA28206640
• ISBN:
  • 0471141917
• LCCN: 95046270
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: x, 623 p.
• Size: 25 cm
• Classification:
  • NDC9 : 417.6
  • LCC : QA280
  • DC20 : 519.5/5
  • NDC8 : 417
• Subject Headings:
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA00019013