Developments in time series analysis : in honour of Maurice B. Priestley /
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| Edition: | 1st ed. |
|---|---|
| Imprint: | London ; New York : Chapman & Hall, 1993. |
| Description: | xxvii, 433 p. : ill. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2474509 |
Table of Contents:
- Foreword / A. M. Yaglom
- Books and papers / 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.
