Verfügbarkeit: Essays in time series and allied processes

Essays in time series and allied processes: papers in honour of E. J. Hannan

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Bibliographische Detailangaben
Weitere beteiligte Personen:	Gani, Joseph Mark 1924- (HerausgeberIn), Priestley, Maurice B. 1933-2013 (HerausgeberIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Sheffield Applied Probability Trust 1986
Schriftenreihe:	Journal of applied probability / Special volume 23A
Schlagwörter:	Hannan, E. J <1921-> > (Edward James) Hannan, Edward J. > 1921-1994 Stochastic processes Time-series analysis Zeitreihenanalyse Aufsatzsammlung Bibliografie Festschrift
Links:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000244473&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Umfang:	VIII, 438 S. Ill., graph. Darst.
ISBN:	0902016024
ISSN:	0021-9002

Internformat

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Datensatz im Suchindex

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adam_text	Contents Publications of E. J. Hannan 1 Part 1 — Structure and General Methods for Time Series PETER BLOOMFIELD. Non singularity and asymptotic independence 9 M. DEISTLER. Linear dynamic errors in variables models 23 EMANUEL PARZEN. Quantile spectral analysis and long memory time series 41 JORMA RISSANEN. Order estimation by accumulated prediction errors 55 VICTOR SOLO. Identifiability of time series models with errors in variables 63 Part 2 — Estimation for Time Series AN HONG ZHI AND CHEN ZHAO GUO. The identification of ARMA processes 75 RICHARD J. JONES. Time series regression with unequally spaced data 89 J. W. PENM AND R. D. TERRELL. The derived moving average model and its role in causality 99 P. M. ROBINSON. On a model for a time series of cross sections 113 RITEI SHIBATA. Consistency of model selection and parameter estimation.... 127 P. J. THOMSON. Band limited spectral estimation of autoregressive moving average processes 143 Part 3 — Hypothesis Testing and Distribution Theory for Time Series MURRAY A. CAMERON. The comparison of transient responses to stimuli.... 159 J. DURBIN. Approximate distributions of Student s f statistics for auto regressive coefficients calculated from regression residuals 173 YUZO HOSOYA. A simultaneous test in the presence of nested alternative hypotheses 187 B. G. QUINN. Testing for the presence of sinusoidal components 201 KATSUTO TANAKA. Asymptotic expansions for time series statistics 211 Part 4 — Non linear and Non stationary Systems in Time Series D. F. NICHOLLS. The Box Jenkins approach to random coefficient auto regressive modelling 231 TOHRU OZAKI. Local Gaussian modelling of stochastic dynamical systems in the analysis of non linear random vibrations 241 M. B. PRIESTLEY AND S. M. HERAVI. Identification of non linear systems using general state dependent models 257 Part 5—Random Fields and Point Processes DAVID R. BRILLINGER. Regression for randomly sampled spatial series: the trigonometric case 275 vjii Contents YOSIHIKO OGATA AND KOICHI KATSURA. Point process models with linearly parametrized intensity for application to earthquake data 291 M. ROSENBLATT. Parameter estimation for finite parameter stationary ran¬ dom fields 311 Part 6 — Allied Stochastic Processes M. S. BARTLETT. Mixed Cox processes, with an application to accident statistics 321 J. GANI AND PYKE TIN. A note on the two sex population process 335 C. C. HEYDE. On the use of time series representations of population models 345 T. P. SPEED. ANOVA models with random effects: an approach via symmetry 355 J. G. VEITCH AND G. S. WATSON. Random cyclic transformations of points 369 PETER WHITTLE. The risk sensitive certainty equivalence principle 383 Part 7 — Algorithms and Computations CRAIG F. ANSLEY AND ROBERT KOHN. On the equivalence of two stochas¬ tic approaches to spline smoothing 391 JOHN HENSTRIDGE. Data structures the problem of time series comput¬ ing 407 P. A. P. MORAN. Orthant probabilities and Gaussian Markov processes 413 M. R. OSBORNE AND G. K. SMYTH. An algorithm for exponential fitting revisited 419 List of contributors 431 Index 435
any_adam_object	1
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indexdate	2024-12-20T07:20:17Z
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isbn	0902016024
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spellingShingle	Essays in time series and allied processes papers in honour of E. J. Hannan Hannan, E. J <1921-> (Edward James) Hannan, Edward J. 1921-1994 (DE-588)170038084 gnd Stochastic processes Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd
subject_GND	(DE-588)170038084 (DE-588)4067486-1 (DE-588)4143413-4 (DE-588)4006432-3 (DE-588)4016928-5
title	Essays in time series and allied processes papers in honour of E. J. Hannan
title_auth	Essays in time series and allied processes papers in honour of E. J. Hannan
title_exact_search	Essays in time series and allied processes papers in honour of E. J. Hannan
title_full	Essays in time series and allied processes papers in honour of E. J. Hannan ed. by J. Gani and M. B. Priestley
title_fullStr	Essays in time series and allied processes papers in honour of E. J. Hannan ed. by J. Gani and M. B. Priestley
title_full_unstemmed	Essays in time series and allied processes papers in honour of E. J. Hannan ed. by J. Gani and M. B. Priestley
title_short	Essays in time series and allied processes
title_sort	essays in time series and allied processes papers in honour of e j hannan
title_sub	papers in honour of E. J. Hannan
topic	Hannan, E. J <1921-> (Edward James) Hannan, Edward J. 1921-1994 (DE-588)170038084 gnd Stochastic processes Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd
topic_facet	Hannan, E. J <1921-> (Edward James) Hannan, Edward J. 1921-1994 Stochastic processes Time-series analysis Zeitreihenanalyse Aufsatzsammlung Bibliografie Festschrift
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000244473&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
volume_link	(DE-604)BV002808353
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