An introduction to bispectral analysis and bilinear time series models / T. Subba Rao, M. M. Gabr
| An introduction to bispectral analysis and bilinear time series models / T. Subba Rao, M. M. Gabr |
| Autore | Subba Rao, T. |
| Pubbl/distr/stampa | New York : Springer-Verlag, 1984 |
| Descrizione fisica | vi, 280 p. : ill. ; 25 cm. |
| Disciplina | 519.55 |
| Altri autori (Persone) | Gabr, M. M. |
| Collana | Lecture notes in statistics ; 24 |
| Soggetto topico |
Spectral theory
Time-series analysis |
| ISBN | 0354960392 |
| Classificazione |
AMS 62L10
AMS 62M15 QA280 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001012259707536 |
Subba Rao, T.
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| New York : Springer-Verlag, 1984 | ||
| Lo trovi qui: Univ. del Salento | ||
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Time series analysis : methods and applications / edited by Tata Subba Rao, Suhasini Subba Rao, C.R. Rao
| Time series analysis : methods and applications / edited by Tata Subba Rao, Suhasini Subba Rao, C.R. Rao |
| Pubbl/distr/stampa | Amsterdam ; London : North Holland, 2012 |
| Descrizione fisica | xviii, 755 p. : ill. ; 24 cm |
| Disciplina | 519.55 |
| Altri autori (Persone) |
Subba Rao, T.
Subba Rao, Suhasini Rao, C. Radhakrishna |
| Collana | Handbook of statistics, 0169-7161 ; 30 |
| Soggetto topico | Time-series analysis |
| ISBN |
9780444538581 (hbk.)
0444538585 (hbk.) |
| Classificazione |
AMS 62-06
AMS 62-00 AMS 62M10 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
pt. I.: Bootstrap and tests for linearity of a time series. 1. Bootstrap methods for time series / J-P. Kreiss and S. Lahiri. 2. Testing time series linearity: traditional and bootstrap methods / A. Berg / T. McMurry and D. N. Politis. 3. The quest for nonlinearity in Time Series / S. Giannerini
pt. II.: Nonlinear time series. 4. Modelling nonlinear and nonstationary time series / D. Tjøstheim. 5. Markov switching time series models / J. Franke. 6. A review of robust estimation under conditional heteroscedasticity / K. Mukherjee pt. III.: High dimensional time series. 7. Functional time series / S. HoÌ̂rmann and P. Kokoszka. 8. Covariance matrix estimation in Time Series / W. B. Wu and H. Xiao pt. IV.: Time series and quantile regression. 9. Time series quantile regressions / Z. Xiao pt. V.: Biostatistical applications. 10. Frequency domain techniques in the analysis of DNA sequences / D. Stoffer. 11. Spatial time series modelling for fMRI data analysis in neurosciences / T. Ozaki. 12. Count time series models / K. Fokianos pt. VI.: Nonstationary time series. 13. Locally stationary processes / R. Dahlhaus. 14. Analysis of multivariate non-stationary time series using the localised Fourier Library, H. Ombao. 15. An alternative perspective on stochastic coefficient regression models / S. Subba Rao pt. VII.: Spatio-Temporal Time Series. 16. Hierarachical Bayesian models for space-time air po,llution data / S. Sahu 17. Karhunen-Loeve expansion for temporal and spatio-temporal processes / L. Fontanella and L. Ippoliti. 18. Statistical analysis of spatio-temporal models and their applications / T. Subba Rao and G. Terdik pt. VIII.: Continuous time series. 19. LeÌ湭driven time series models for financial data / P. Brockwell and A. Lindner. 20. Discrete and continuous time extremes of stationary processes / K. F. Turkman pt. IX.: Spectral and Wavelet Methods. 21. The estimation of Frequency / B. G. Quinn. 22. A wavelet variance primer / D. B. Percival and D. Mondal pt. X.: Computational methods. 23. Time Series Analysis with R / A. I. McLeod / H. Yu and E. Mahdi |
| Record Nr. | UNISALENTO-991002664329707536 |
| Amsterdam ; London : North Holland, 2012 | ||
| Lo trovi qui: Univ. del Salento | ||
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