Time Series Analysis

Nonstationary and Noninvertible Distribution Theory

Katsuto Tanaka (Autor)

Buch | Hardcover

623 Seiten

1996
John Wiley & Sons Inc (Verlag)
978-0-471-14191-4 (ISBN)

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Time Series Analysis

Katsuto Tanaka

2017

Buch | Hardcover

CHF 197, ⁶⁵

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Non-stationary and non-invertible time series are unconventional subareas of time series analysis which provide more accurate information on certain types of data. This text renders a mathematically rigorous topic in terms that statisticians should understand.

KATSUTO TANAKA is a professor in the Department of Economics at Hitotsubashi University, Tokyo.

Motivating Examples. Stochastic Calculus in Mean Square. Functional Central Limit Theorems. The Stochastic Process Approach. The Fredholm Approach. Numerical Integration. Estimation Problems in Nonstationary Autoregressive Models. Estimation Problems in Noninvertible Moving Average Models. Unit Root Tests in Autoregressive Models. Unit Root Tests in Moving Average Models. Statistical Analysis of Cointegration. Solutions to Problems. References. Indexes. List of Series Titles.

Erscheint lt. Verlag	12.7.1996
Reihe/Serie	Wiley Series in Probability and Statistics
Verlagsort	New York
Sprache	englisch
Maße	166 x 242 mm
Gewicht	1064 g
Themenwelt	Mathematik / Informatik ► Mathematik
Themenwelt	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	0-471-14191-7 / 0471141917
ISBN-13	978-0-471-14191-4 / 9780471141914
Zustand	Neuware