Developments in time series analysis : in honour of Maurice B. Priestley /
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| Otros Autores: | , |
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| Formato: | Libro |
| Idioma: | English |
| Publicado: |
London :
Chapman & Hall,
1993.
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| LEADER | 03365pam a2200229 a 4500 | ||
|---|---|---|---|
| 001 | MAT.inmabb004946 | ||
| 008 | 930224s1993####enka#####b####011#0#eng## | ||
| 005 | 20130321122332.0 | ||
| 245 | 0 | 0 | |a Developments in time series analysis : |b in honour of Maurice B. Priestley / |c edited by T. Subba Rao. |
| 260 | |a London : |b Chapman & Hall, |c 1993. | ||
| 300 | |a xxvii, 433 p. : |b il. ; |c 24 cm. | ||
| 504 | |a Incluye referencias bibliográficas e índice. | ||
| 505 | 0 | |a Foreword / A. M. Yaglom -- Books and papers by M. B. Priestley -- 1. Positively related processes and cointegration / C. W. J. Granger -- 2. Long-term inference based on short-term forecasting models / P. Newbold, C. Agiakloglou and J. Miller -- 3. Developments in multivariate covariance generation and factorization / G. Tunnicliffe Wilson -- 4. Incorporating and deleting information in dynamic models / P. J. Harrison and P. P. Veerapen -- 5. Order selection for linear time series models: a review / R. J. Bhansali -- 6. The Gaussian log likelihood and stationary sequences / M. Kramer and M. Rosenblatt -- 7. On the asymptotic expansions for the bias and covariance matrix of autoregressive estimators / T. D. Pham -- 8. Asymptotic properties of serial covariances of orders which increase with sample size / K. C. Chanda -- 9. Exact maximum likelihood estimation for extended ARIMA models / R. Azrak and G. Melard -- 10. Determining the number of jumps in a spectrum / E. J. Hannan -- 11. Stationary time series analysis using information and spectral analysis / E. Parzen -- 12. Periodogram analysis for complex-valued time series / A. M. Walker -- 13. A spectral approach to long memory time series / G. Janacek -- 14. Nonparametric function estimation in noisy chaos / B. Cheng and H. Tong -- 15. Nonparametric tests of serial independence / H. J. Skaug and D. Tjostheim -- 16. Measuring nonlinearity in time series / J. Pemberton -- 17. A Chernoff-Savage result for serial signed rank statistics / J. Allal and M. Hallin -- 18. Non-Gaussian characteristics of exponential autoregressive processes / T. Ozaki -- 19. Bispectrum based checking of linear predictability for time series / G. Terdik and J. Math -- 20. Maximum likelihood fitting of bilinear models to time series with missing observations / M. M. Gabr -- 21. Time series models for multivariate series of count data / K. Ord, C. Fernandes and A. C. Harvey -- 22. Conditional maximum likelihood estimates for INAR(1) processes and their application to modelling epileptic seizure counts / J. Franke and T. Seligmann -- 23. An application of statistics to seismology: dispersion and modes / D. R. Brillinger -- 24. On periodogram-based spectral estimation for replicated time series / P. J. Diggle and I. Al-Wasel -- 25. The prediction of time-frequency spectra using covariance-equivalent models / J. K. Hammond, R. F. Harrison, Y. H. Tsao and J. S. Lee -- 26. Time variable and state dependent modelling of non-stationary and nonlinear time series / P. Young -- 27. Demodulation of phase modulated signals / T. Subba Rao and M. Yar. | |
| 510 | 4 | |a MR, |c 95c:62003 | |
| 020 | |a 0412492601 | ||
| 700 | 1 | |a Priestley, M. B. |q (Maurice Bertram) | |
| 700 | 1 | |a Subba Rao, T. |4 edt | |
| 650 | 0 | |a Time-series analysis. | |
| 084 | |a 62-06 (00B30) |2 msc2000 | ||
| 010 | |a 93003344 | ||
| 040 | |a DLC |c DLC |d DLC | ||
| 859 | |h 62 |i D489 |p A-7494 |b BIB. MATEMATICA | ||