Time Series and Statistics

ISBN-13: 9780333495513 / Angielski / Miękka / 1990 / 325 str.

John Eatwell; Murray Milgate; Peter Newman

Spis treści

Statistical Inference in Time Series; P.Whittle - ARIMA Models; A.C.Harvey - Autoregressive and Moving Average Time Series Models; M.Nerlove & F.X.Diebold - Bayesian Inference; A.Zellner - Continuous and Discrete Time Models; C.A.Sims - Edgeworth as a Statistician; S.M.Stigler - Ergodic Theory; W.Parry - Estimation; M.Nerlove & F.X.Diebold - Factor Analysis; I.Adelman - Ronald Aylmer Fisher; A.W.F.Edwards - Forecasting; C.W.J.Granger - Heteroskedasticity; J.Kmenta - H.Hotelling; K.J.Arrow - Hypothesis Testing; G.C.Chow - Least Squares; H.White - Likelihood; A.W.F.Edwards - Martingales; A.F.Karr - Maximum Likelihood; R.L.Basmann - Meaningfulness and Invariance; L.Narens & R.Duncan Luce - Mean Value; S.H.Chew - Measurement; R.Duncan Luce & L.Narens - Monte Carlo Methods; J.G.Cragg - Multivariate Time Series Models; C.A.Sims - Non-parametric Statistical Methods; J.L.Gastwirth - Outliers; W.S.Krasker - Prediction; P.Whittle - Principal Components; T.Kloek - Randomization; J.O.Berger - Random Variables; I.R.Savage - Regression and Correlation Analysis; D.V.Lindley - Residuals; F.J.Anscombe - Semiparametric Estimation; S.R.Cosslett - Sequential Analysis; J.O.Berger - Eugen Slutsky; G.Gandolfo - Spectral Analysis; C.W.Granger - Spline Functions; D.J.Poirier - Stationary Time Series; E.J.Hannan - Statistical Decision Theory; J.O.Berger - Statistical Inference; D.V.Lindley - Time Series Analysis; M.Nerlove & F.X.Diebold - Transformation of Statistical Variables; D.R.Cox - Abraham Wald; E.R.Weintraub - Weiner Process; A.G.Malliaris