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BuchKartoniert, Paperback
382 Seiten
Englisch
Springererschienen am12.10.2011Softcover reprint of the original 1st ed. 1993
This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis.mehr

Produkt

KlappentextThis IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis.
Details
ISBN/GTIN978-1-4613-9298-9
ProduktartBuch
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2011
Erscheinungsdatum12.10.2011
AuflageSoftcover reprint of the original 1st ed. 1993
ReiheThe IMA Volumes in Mathematics and its Applications
Seiten382 Seiten
SpracheEnglisch
IllustrationenXVIII, 382 p.
Artikel-Nr.18231713

Inhalt/Kritik

Inhaltsverzeichnis
Recent developments in location estimation and regression for long-memory processes.- Phase-transition in statistical physical models with discrete and continuous symmetries.- Identification of linear systems from noisy data.- Unit roots in U.S. macroeconomic time series: A survey of classical and Bayesian perspectives.- A nonparametric approach to nonlinear time series analysis: Estimation and simulation.- Asymptotics of predictive stochastic complexity.- Smoothness priors.- An extension of quadrature-based methods for solving Euler conditions.- Long memory shot noises and limit theorems with application to Burgers´ equation.- On approximate modeling of linear Gaussian processes.- On the identification and prediction of nonlinear models.- Identification of stochastic time-varying parameters.- Convergence of Aström-Wittenmark´s self-tuning regulator and related topics.- On the closure of several sets of ARMA and linear state space models with a given structure.- Weak convergence to self-affine processes in dynamical systems.- Recursive estimation in ARMAX models.- On adaptive stabilization and ergodic behaviour of systems with Jump-Markov parameters via nonlinear filtering.- The convergence of output error recursions in infinite order moving average noise.- Linear models with long-range dependence and with finite or infinite variance.- Posterior analysis of possibly integrated time series with an application to real GNP.- On network structure function computations.- Asymptotic properties of estimates in incorrect ARMA models for long-memory time series.mehr

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