Time Series in the Time Domain

Front Cover
Edward James Hannan, P. R. Krishnaiah, L. N. Kanal, Malempati Madhusudana Rao, D. R. Brillinger, P. K. Sen
Elsevier Science, 1985 - Mathematics - 490 pages
Hardbound. In this volume prominent workers in the field discuss various time series methods in the time domain. 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. This volume complements Handbook of Statistics 3: Time Series in the Frequency Domain.

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Contents

Nonstationary Autoregressive Time Series
1
P Young Dept of Environmental Sciences University of Lancaster Lancaster
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S K Bhagavan Dept of Statistics Andhra University Waltair India 530003
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