Title | Athens Conference on Applied Probability and Time Series Analysis [electronic resource] : Volume II: Time Series Analysis In Memory of E.J. Hannan / edited by P. M. Robinson, Murray Rosenblatt |
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Imprint | New York, NY : Springer New York, 1996 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-2412-9 |
Descript | VIII, 432 p. 3 illus. online resource |
Memorial Article: Edward J. Hannan, 1921โ1994 -- 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 in Long-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