Time series analysis : nonstationary and noninvertible distribution theory
Author(s)
Bibliographic Information
Time series analysis : nonstationary and noninvertible distribution theory
(Wiley series in probability and mathematical statistics, . Probability and statistics)
J. Wiley, c1996
- : cloth
Available at / 68 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
: clothTAN||12||196057148
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Research Institute for Economics & Business Administration (RIEB) Library , Kobe University図書
: cloth519.9-764081000091776
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Library, Institute of Developing Economies, Japan External Trade Organization図
: clothT||311||T71743672
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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"