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 págs. : ilustraciones ; 25 cm.
Serie: Handbook of statistics ; v. 5
ISBN: 0444876294
Includes bibliographies and index.
Reseña: MathSciNet, 87g:62147
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.
