Time Series in the Time DomainEdward James Hannan, P. R. Krishnaiah, L. N. Kanal, Malempati Madhusudana Rao, D. R. Brillinger, P. K. Sen 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. |
What people are saying - Write a review
We haven't found any reviews in the usual places.
Contents
Nonstationary Autoregressive Time Series | 1 |
P Young Dept of Environmental Sciences University of Lancaster Lancaster | 8 |
S K Bhagavan Dept of Statistics Andhra University Waltair India 530003 | 11 |
Copyright | |
90 other sections not shown
Common terms and phrases
algorithm analysis applications approach approximate ARMA assumed asymptotic autoregressive bounded called coefficients computed considered consistent constant continuous Control convergence correlation corresponding covariance matrix defined definition denote density depend described designs determined discussed distance distribution efficiency element equation equivalent error estimates example exists extended filter finite frequency function Gaussian given gives harmonizable identification independent input integral known least squares likelihood limit linear maximum mean measure methods natural noise normal Note observations obtained optimal outliers output parameters points possible practical prediction probability problem procedure properties random recursive reference regression representation residuals respectively robust estimates robustness roots sampling satisfy sequence shown shows signal simple space spectral stationary Statist stochastic stochastic differential equation structure Subsection Table Theorem theory variables variance variation vector zero
Bibliographic information
| Title | Time Series in the Time Domain Volume 5 of Handbook of Statistics, N. Balakrishnan, ISSN 0169-7161 |
| Editors | Edward James Hannan, P. R. Krishnaiah, L. N. Kanal, Malempati Madhusudana Rao, D. R. Brillinger, P. K. Sen |
| Edition | illustrated, reprint |
| Publisher | Elsevier Science, 1985 |
| Original from | the University of California |
| Digitized | May 23, 2008 |
| ISBN | 0444876294, 9780444876294 |
| Length | 490 pages |
| Subjects | › › Mathematics / Probability & Statistics / General Mathematics / Reference |
| Export Citation | BiBTeX EndNote RefMan |