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Time series in the time domain / edited by E.J. Hannan, P.R. Krishnaiah, M.M. Rao.
— Amsterdam ; New York : North-Holland ; New York, N.Y., U.S.A. : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1985. xiii, 490 p. : il. ; 25 cm. — (Handbook of statistics ; v. 5)
Includes bibliographies and index.
Contenido: Wayne A. Fuller, Nonstationary autoregressive time series — Tohru Ozaki, Nonlinear time series models and dynamical systems — G. C. Tiao, Autoregressive moving average models, intervention problems and outlier detection in time series — R. Douglas Martin and Victor J. Yohai, Robustness in time series and estimating ARMA models — Richard H. Jones, Time series analysis with unequally spaced data — Ritei Shibata, Various model selection techniques in time series analysis — Lennart Ljung, Estimation of parameters in dynamical systems — Peter Young [Peter C. Young], Recursive identification, estimation and control — M. Deistler, General structure and parametrization of ARMA and state-space systems and its relation to statistical problems — M. M. Rao, Harmonizable, Cramér, and Karhunen classes of processes — C. S. K. Bhagavan, On nonstationary time series — Derek K. Chang, Harmonizable filtering and sampling of time series — Stamatis Cambanis, Sampling designs for time series — M. A. Cameron and P. J. Thomson, Measuring attenuation — P. J. Thomson and P. de Souza, Speech recognition using LPC distance measures — D. F. Nicholls and A. R. Pagan, Varying coefficient regression — Henri Theil and Denzil G. Fiebig, Small samples and large equation systems.
ISBN 0444876294
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