Volume 5, Pages 1-490 (1985) ◄ Previous vol/iss Next vol/iss ►

Time Series in the Time Domain

Edited by: E.J. Hannan, P.R. Krishnaiah and M.M. Rao
ISBN: 978-0-444-87629-4


Preface

Contributors

1 Nonstationary autoregressive time series

2 Non-linear time series models and dynamical systems

3 Autoregressive moving average models, intervention problems and outlier detection in time series

4 Robustness in time series and estimating ARMA models

5 Time series analysis with unequally spaced data

6 Various model selection techniques in time series analysis

7 Estimation of parameters in dynamical systems

8 Recursive identification, estimation and control

9 General structure and parametrization of ARMA and state-space systems and its relation to statistical problems

10 Harmonizable, Cramér, and Karhunen classes of processes

11 On non-stationary time series

12 Harmonizable filtering and sampling of time series

13 Sampling designs for time series

14 Measuring attenuation

15 Speech recognition using LPC distance measures

16 Varying coefficient regression

17 Small samples and large equation systems