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Time series analysis : methods and applications

Author: T Subba Rao; Suhasini Subba Rao; C Radhakrishna Rao
Publisher: Amsterdam ; London : North Holland, 2012.
Series: Handbook of statistics (Amsterdam, Netherlands), v. 30.
Edition/Format:   Book : English : 1st edView all editions and formats
Database:WorldCat
Summary:

The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. This title addresses the entire community of statisticians and scientists  Read more...

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Details

Document Type: Book
All Authors / Contributors: T Subba Rao; Suhasini Subba Rao; C Radhakrishna Rao
ISBN: 9780444538581 0444538585
OCLC Number: 793688658
Description: xviii, 755 p. : ill. ; 24 cm.
Contents: pt. 1. Bootstrap and tests for linearity of a time series. 1. Bootstrap methods for time series / J-P. Kreiss and S. Lahiri --
2. Testing time series linearity: traditional and bootstrap methods / A. Berg / T. McMurry and D. N. Politis --
3. The quest for nonlinearity in Time Series / S. Giannerini --
pt. II. Nonlinear time series. 4. Modelling nonlinear and nonstationary time series / D. Tjøstheim --
5. Markov switching time series models / J. Franke --
6. A review of robust estimation under conditional heteroscedasticity / K. Mukherjee --
pt. III. High dimensional time series. 7. Functional time series / S. Hörmann and P. Kokoszka --
8. Covariance matrix estimation in Time Series / W. B. Wu and H. Xiao --
pt. IV. Time series and quantile regression. 9. Time series quantile regressions / Z. Xiao --
pt. V Biostatistical applications. 10. Frequency domain techniques in the analysis of DNA sequences / D. Stoffer --
11. Spatial time series modelling for fMRI data analysis in neurosciences / T. Ozaki --
12. Count time series models / K. Fokianos --
pt. VI. Nonstationary time series. 13. Locally stationary processes / R. Dahlhaus --
14. Analysis of multivariate non-stationary time series using the localised Fourier Library, H. Ombao --
15. An alternative perspective on stochastic coefficient regression models / S. Subba Rao --
pt. VII. Spatio-Temporal Time Series. 16. Hierarachical Bayesian models for space-time air pollution data / S. Sahu --
17. Karhunen-Loeve expansion for temporal and spatio-temporal processes / L. Fontanella and L. Ippoliti --
18. Statistical analysis of spatio-temporal models and their applications / T. Subba Rao and G. Terdik --
pt. VIII. Continuous time series. 19. Lévy-driven time series models for financial data / P. Brockwell and A. Lindner --
20. Discrete and continuous time extremes of stationary processes / K. F. Turkman --
pt. IX. Spectral and Wavelet Methods. --
21. The estimation of Frequency / B. G. Quinn --
22. A wavelet variance primer / D. B. Percival and D. Mondal --
pt. X. Computational methods. 23. Time Series Analysis with R / A. I. McLeod / H. Yu and E. Mahdi.
Series Title: Handbook of statistics (Amsterdam, Netherlands), v. 30.
Responsibility: edited by Tata Subba Rao, Suhasini Subba Rao, C.R. Rao.
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"Referring to earlier volumes in the venerable series Handbook of Statistics- -v.3 (1983) and v.5 (1985)--the three editors preface this 30th volume by describing the explosion of developments since Read more...

 
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