Developments in Time Series Analysis

Released on by T. Subba Rao
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  • Developments in Time Series Analysis Book Detail

  • Author : T. Subba Rao
  • Release Date : 1993-07-01
  • Publisher : CRC Press
  • Genre : Mathematics
  • Pages : 466
  • ISBN 13 : 9780412492600
  • File Size : 49,49 MB
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Developments in Time Series Analysis by T. Subba Rao PDF Summary

Book Description: This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent developments in the analysis of linear, onlinear (non-Gaussian), stationary and nonstationary time series. The topics include cointegration, estimation and asymptotic theory, Kalman filtering, nonparametric statistical inference, long memory models, nonlinear models, spectral analysis of stationary and nonstationary processes. Quite a number of papers are devoted to modelling and analysis of real time series, and the econometricians, mathematical statisticians, communications engineers and scientists who use time series techniques and Fourier analysis should find the papers in this volume useful.

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Developments in Time Series Analysis

Developments in Time Series Analysis

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This volume contains 27 papers, written by time series analysts, dealing with statistical theory, methodology and applications. The emphasis is on the recent de

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This dictionary includes a number of mathematical, statistical and computing terms and their definitions to assist geoscientists and provide guidance on the met