Time series analysis : methods and applications / edited by Tata Subba Rao, Suhasini Subba Rao, C.R. Rao

• Pubblicazione: Amsterdam ; London : North Holland, 2012
• Descrizione fisica: xviii, 755 p. : ill. ; 24 cm
• Disciplina: 519.55
• Soggetto topico: Time-series analysis
• Classificazione: AMS 62-06; AMS 62-00; AMS 62M10
• Altri autori: Subba Rao, T. Subba Rao, Suhasini Rao, C. Radhakrishna
• Nota di bibliografia: Includes bibliographical references and index
• 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
• ISBN: 9780444538581 (hbk.); 0444538585 (hbk.)
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 991002664329707536
• Lo trovi qui: Univ. del Salento
• Serie: Handbook of statistics, 0169-7161 ; 30