Developments in time series analysis : in honour of Maurice B. Priestley / edited by T. Subba Rao.
— London : Chapman & Hall, 1993. xxvii, 433 p. : il. ; 24 cm.
Incluye referencias bibliográficas e índice.
Contenido: 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.
ISBN 0412492601
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