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 4. October 2012
Book
Paperback/Softback
XV, 282 pages
978-94-010-4374-8 (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
Softcover reprint of the original 1st ed. 1994
Language
English
Place of publication
Dordrecht
Netherlands
Target group
Professional and scholarly
Research
Product notice
Paperback (trade)
Unsewn / adhesive bound
Illustrations
XV, 282 p.
Dimensions
Height: 240 mm
Width: 160 mm
Thickness: 17 mm
Weight
489 gr
ISBN-13
978-94-010-4374-8 (9789401043748)
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
12/1993
Kluwer Academic Publishers
€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.