Time series analysis : nonstationary and noninvertible distribution theory

著者

• 田中, 勝人 タナカ, カツト

書誌事項

Time series analysis : nonstationary and noninvertible distribution theory

Katsuto Tanaka

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

J. Wiley, c1996

• : cloth

注記

"A Wiley-Interscience publication"

Includes bibliographical references and indexes

内容説明・目次

内容説明

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

目次

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.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA28206640
• ISBN:
  • 0471141917
• LCCN: 95046270
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: x, 623 p.
• 大きさ: 25 cm
• 分類:
  • NDC9 : 417.6
  • LCC : QA280
  • DC20 : 519.5/5
  • NDC8 : 417
• 件名:
  • LCSH : Time-series analysis
• 親書誌ID:
  • BA00019013