Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach
Volume 1 Theory and Methodology of Time Series Analysis
Published on 31. December 1993
Book
Hardback
XV, 282 pages
978-0-7923-2597-0 (ISBN)
Description
These three volumes comprise the proceedings of the US/Japan Conference, held in honour of Professor H. Akaike, on the `Frontiers of Statistical Modeling: an Informational Approach'. The major theme of the conference was the implementation of statistical modeling through an informational approach to complex, real-world problems.
Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis . Volume 1 also contains the text of the Banquet talk by E. Parzen and the keynote lecture of H. Akaike. V olume 2 is devoted to the general topic of Multivariate Statistical Modeling , and Volume 3 contains the papers relating to Engineering and Scientific Applications .
For all scientists whose work involves statistics.
Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis . Volume 1 also contains the text of the Banquet talk by E. Parzen and the keynote lecture of H. Akaike. V olume 2 is devoted to the general topic of Multivariate Statistical Modeling , and Volume 3 contains the papers relating to Engineering and Scientific Applications .
For all scientists whose work involves statistics.
More details
Edition
1994 ed.
Language
English
Place of publication
Dordrecht
Netherlands
Target group
College/higher education
Professional and scholarly
Research
Illustrations
XV, 282 p.
Dimensions
Height: 241 mm
Width: 160 mm
Thickness: 21 mm
Weight
620 gr
ISBN-13
978-0-7923-2597-0 (9780792325970)
DOI
10.1007/978-94-011-0866-9
Schweitzer Classification
Other editions
Additional editions
H. Bozdogan
Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach
Volume 1 Theory and Methodology of Time Series Analysis
Book
10/2012
Springer
€106.99
Shipment within 15-20 days
Persons
Content
of Volume 1.- Summary of Contributed Papers to Volume 1.- 1. Hirotugu Akaike, Statistical Scientist.- 2. Experiences on the Development of Time Series Models (Keynote lecture).- 3. State Space Modeling of Time Series.- 4. Autoregressive Model Fitting and Windows.- 5. System Analysis and Seasonal Adjustment Through Model Fitting.- 6. Akaike's Approach Can Yield Consistent Order Determination.- 7. Recursive Order Selection for an ARMA Process.- 8. Autoregressive Model Selection in Small Samples Using a Bias-Corrected Version of AIC.- 9. Temporal Causality Measures Based on AIC.- 10. An Automated Robust Method for Estimating Trend and Detecting Changes in Trend for Short Time Series.- 11. Model Selection in Harmonic Non-Linear Regression.- 12. Dynamic Analysis of Japan's Economic Structure.- 13. New Estimates of the Autocorrelation Coefficients of Stationary Sequences.- 14. Applications of TIMSAC.- Index to Volume 1.