Developments in time series analysis. In honour of Maurice B. Priestley. (English) Zbl 0846.00010

London: Chapman & Hall. xxviii, 433 p. (1993).

Show indexed articles as search result.

The articles of this volume will be reviewed individually.
Indexed articles:
Granger, C. W. J., Positively related processes and cointegration, 3-8 [Zbl 0879.62080]
Newbold, P.; Agiakloglou, C.; Miller, J., Long-term inference based on short-term forecasting models, 9-25 [Zbl 0878.62064]
Wilson, G. Tunnicliffe, Developments in multivariate covariance generation and factorization, 26-36 [Zbl 1126.62347]
Harrison, P. J.; Veerapen, P. P., Incorporating and deleting information in dynamic models, 37-49 [Zbl 0880.62088]
Bhansali, R. J., Order selection for linear time series models: A review, 50-66 [Zbl 0883.62095]
Kramer, M.; Rosenblatt, M., The Gaussian log likelihood and stationary sequences, 69-79 [Zbl 0879.62083]
Pham, T. D., On the asymptotic expansions for the bias and covariance matrix of autoregressive estimators, 80-100 [Zbl 0879.62085]
Chanda, K. C., Asymptotic properties of serial covariances of orders which increase with sample size, 101-109 [Zbl 0881.62091]
Azrak, R.; Mélard, G., Exact maximum likelihood estimation for extended ARIMA models, 110-123 [Zbl 0880.62086]
Hannan, E. J., Determining the number of jumps in a spectrum, 127-138 [Zbl 0880.62095]
Parzen, E., Stationary time series analysis using information and spectral analysis, 139-148 [Zbl 0878.62063]
Walker, A. M., Periodogram analysis for complex-valued time series, 149-163 [Zbl 0880.62097]
Janacek, G., A spectral approach to long memory time series, 164-179 [Zbl 0949.62561]
Cheng, B.; Tong, H., Nonparametric function estimation in noisy chaos, 183-206 [Zbl 0880.62042]
Skaug, H. J.; Tjøstheim, D., Nonparametric tests of serial independence, 207-229 [Zbl 0880.62052]
Pemberton, J., Measuring nonlinearity in time series, 230-240 [Zbl 0880.62091]
Allal, J.; Hallin, M., A Chernoff-Savage result for serial signed rank statistics, 241-253 [Zbl 0880.62055]
Ozaki, T., Non-Gaussian characteristics of exponential autoregressive processes, 257-273 [Zbl 0879.62084]
Terdik, G.; Máth, J., Bispectrum based checking of linear predictability for time series, 274-282 [Zbl 0878.62065]
Gabr, M. M., Maximum likelihood fitting of bilinear models to time series with missing observations, 283-291 [Zbl 0878.62060]
Ord, K.; Fernandes, C.; Harvey, A. C., Time series models for multivariate series of count data, 295-309 [Zbl 0878.62061]
Franke, Jürgen; Seligmann, T., Conditional maximum likelihood estimates for INAR(1) processes and their application to modelling epileptic seizure counts, 310-330 [Zbl 0878.62080]
Brillinger, D. R., An application of statistics to seismology: Dispersion and modes, 331-340 [Zbl 0900.86020]
Diggle, P. J.; Al-Wasel, I., On periodogram-based spectral estimation for replicated time series, 341-354 [Zbl 0878.62062]
Hammond, J. K.; Harrison, R. F.; Tsao, Y. H.; Lee, J. S., The prediction of time-frequency spectra using covariance-equivalent models, 355-373 [Zbl 0879.62091]
Young, P., Time variable and state dependent modelling of non-stationary and nonlinear time series, 374-413 [Zbl 0880.62100]
Rao, T. Subba; Yar, M., Demodulation of phase modulated signals, 414-424 [Zbl 0879.62090]
Books and papers by M. B. Priestley, xxi-xxiii [Zbl 0881.01036]

MSC:

00B15	Collections of articles of miscellaneous specific interest
62-06	Proceedings, conferences, collections, etc. pertaining to statistics
62M10	Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84	Economic time series analysis

Keywords:

Time series analysis; Analysis; Dedication