Vor Ort
Merkzettel Warenkorb
  • Produktbild: Athens Conference on Applied Probability and Time Series Analysis
  • Produktbild: Athens Conference on Applied Probability and Time Series Analysis
Band 115 - 13%

Athens Conference on Applied Probability and Time Series Analysis Volume II: Time Series Analysis In Memory of E.J. Hannan

Aus der Reihe Lecture Notes in Statistics
13% sparen

92,99 € UVP 106,99 €

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

09.08.1996

Abbildungen

VIII, 432 p. 3 illus.

Herausgeber

P.M. Robinson + weitere

Verlag

Springer Us

Seitenzahl

432

Maße (L/B/H)

23,5/15,5/2,4 cm

Gewicht

668 g

Auflage

Softcover Reprint of the Original 1st 1996 edition

Sprache

Englisch

ISBN

978-0-387-94787-7

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

09.08.1996

Abbildungen

VIII, 432 p. 3 illus.

Herausgeber

Verlag

Springer Us

Seitenzahl

432

Maße (L/B/H)

23,5/15,5/2,4 cm

Gewicht

668 g

Auflage

Softcover Reprint of the Original 1st 1996 edition

Sprache

Englisch

ISBN

978-0-387-94787-7

Herstelleradresse

Libri GmbH
Europaallee 1
36244 Bad Hersfeld
DE

Email: gpsr@libri.de

Noch keine Bewertungen vorhanden

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.

Kundinnen und Kunden meinen

Bewertungen (0)
  • Produktbild: Athens Conference on Applied Probability and Time Series Analysis
  • Produktbild: Athens Conference on Applied Probability and Time Series Analysis
  • Memorial Article: Edward J. Hannan, 1921–1994.- A Note on Chaotic Maps and Time Series.- Balanced Parametrizations: A Structure Theory for Identification.- Recent Developments in Analysis of Times Series with Infinite Variance: A Review.- Foreign Exchange Rates Have Surprising Volatility.- An Analysis of an Ordinal-Valued Time Series.- On the Use of Continuous-Time ARMA Models in Time Series Analysis.- An Optimisation Technique for Robust Autoregressive Estimates.- A Theory of Wavelet Representation and Decomposition for a General Stochastic Process.- Modeling the Distribution of Highly Volatile Exchange-Rate Time Series.- Asymptotic Statistical Inference for Nonstationary Processes with Evolutionary Spectra.- Inference for Seasonal Moving Average Models with a Unit Root.- General Kriging for Spatial-Temporal Processes with Random ARX-Regression Parameters.- Fractional Stochastic Unit Root Processes.- Design of Moving-Average Trend Filters Using Fidelity and Smoothness Criteria.- Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence.- Some Limit Theorems on Stationary Processes with Long Range Dependence.- Estimation of the Number of Spectral Lines.- Self-Normalized and Randomly Centered Spectral Estimates.- Asymptotics of M-Estimators in Non-Linear Regression with Long-Range Dependent Errors.- Order Selection, Stochastic Complexity and Kullback-Leibler Information.- Efficiency Gains from Quasi-Differencing under Nonstationarity.- Estimation of Frequencies.- Statistical Problems in the Analysis of Underwater Sound.- Bandwidth Selection for Nonparametric Regression with Long-Range Dependent Errors.- The Likelihood of an Autoregressive Scheme.- Testing for Serial Independence Using Measures of Distance between Densities.- Regression inLong-Memory Time Series.- A Frequency Domain Approach for Estimating Parameters in Point Process Models.- Higher Order Asymptotic Theory for Tests and Studentized Statistics in Time Series.- Semi-Parametric Graphical Estimation Techniques for Long-Memory Data.