Athens Conference on Applied Probability and Time Series Analysis
Volume II: Time Series Analysis In Memory of E.J. Hannan
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 proces…
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Produktdetails
Weitere Autoren: Rosenblatt, Murray (Hrsg.)
- ISBN: 978-1-4612-2412-9
- EAN: 9781461224129
- Produktnummer: 38270899
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 432 S.
- Plattform: PDF
- Auflage: 1996
- Reihenbandnummer: 115
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