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Titlebook: Athens Conference on Applied Probability and Time Series Analysis; Volume II: Time Seri P. M. Robinson,Murray Rosenblatt Conference proceed

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期刊全称Athens Conference on Applied Probability and Time Series Analysis
期刊简称Volume II: Time Seri
影响因子2023P. M. Robinson,Murray Rosenblatt
视频video
学科分类Lecture Notes in Statistics
图书封面Titlebook: Athens Conference on Applied Probability and Time Series Analysis; Volume II: Time Seri P. M. Robinson,Murray Rosenblatt Conference proceed
影响因子The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. .Volume II. presents papers on time series analysis, many of which were contributed to a meeting in March 1995 partly in honour of E.J. Hannan. The initial paper by P.M. Robinson discusses Ted Hannan‘s researches and their influence on current work in time series analysis. Other papers discuss methods for finite parameter Gaussian models, time series with infinite variance or stable marginal distribution, frequency domain methods, long range dependent processes, nonstationary processes, and nonlinear time series. The methods presented can be applied in a number of fields such as statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers.
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,Ausbildung für Kommunikationsberufe,del. Monte Carlo results show that the proposed estimators compared favorably with respect to M-estimators and Bounded Influence estimators(GM-estimators). Based on these results we conclude that one can improve the robust properties of Ar(p) estimators using the proposed optimization technique.
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https://doi.org/10.1007/978-3-322-85627-2e for handling serial dependence. Model fit is assessed by uniform residuals, amongst other tools. In this article an example of such an analysis is provided for a three-valued series corresponding to the possible results ., ., . of events involving a sports team.
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https://doi.org/10.1007/978-3-86226-826-9 mathematics, physics and others have been reported in the mathematical, engineering and physical literature. Some of these also discuss statistically related problems. (See, e.g., Chui, 1992, Mallat, 1989b, 1989c, 1991, Mallat and Zhong, 1992, Segmen and Zeevi, 1993 and others.)
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