Time Series Analysis
Nonstationary and Noninvertible Distribution Theory
Published on 12. July 1996
Book
Hardback
623 pages
978-0-471-14191-4 (ISBN)
Description
This book is devoted to nonstationary time series analysis. It takes a mathematically rigorous topic and puts it in terms that statisticians can understand.
More details
Series
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 242 mm
Width: 166 mm
Thickness: 34 mm
Weight
1064 gr
ISBN-13
978-0-471-14191-4 (9780471141914)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Book
06/2017
2nd Edition
Wiley
€140.50
Shipment within 15-20 days
Person
KATSUTO TANAKA is a professor in the Department of Economics at Hitotsubashi University, Tokyo.
Content
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.