Time series analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Methuen
1967
|
| Ausgabe: | Repr. |
| Schriftenreihe: | Monographs on applied probability and statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 152 S. graph. Darst. |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804116736109182976 |
|---|---|
| adam_text | Contents
General Editor s Preface page vii
Author s Preface viii
I. The Spectral Theory of Discrete Stochastic Processes
1. Introduction and probability background 1
2. Spectral theory of circularly defined processes 4
3. Spectral theory in the general case 10
4. Processes in continuous time 19
5. Prediction theory 20
n. Estimation of the Correlogram and of the Parameters of
Finite Parameter Schemes
1. Problems of inference in time series analysis 28
2. Ergodic theory 30
3. The correlogram 34
4. Estimating the parameters of finite parameter schemes 45
in. Estimation of the Spectral Density and Distribution
Functions
1. The periodogram 52
2. Consistent estimation of the spectral distribution and
density functions 55
3. Some more practical considerations 69
IV. Hypothesis Testing and Confidence Intervals
1. Testing for a jump in the spectral function 76
2. Tests relating to autoregressive schemes 83
3. Tests of goodness of fit 93
4. Confidence intervals 104
v
vi Contents
V. Processes Containing a Deterministic Component
1. Introduction page 108
2. The estimation of the regression coefficients 109
3. Testing the xt for departure from independence 117
4. The removal of a trend by regression 122
5. The effect of trend removal on the analysis of the
residuals 133
Appendix
The spectral representation of xt 139
Bibliography 143
Index 149
|
| any_adam_object | 1 |
| author | Hannan, Edward J. 1921-1994 |
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| author_facet | Hannan, Edward J. 1921-1994 |
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| callnumber-raw | QA276 |
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| callnumber-subject | QA - Mathematics |
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| ctrlnum | (OCoLC)2616642 (DE-599)BVBBV002277961 |
| dewey-full | 519/.9 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519/.9 |
| dewey-search | 519/.9 |
| dewey-sort | 3519 19 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | Repr. |
| format | Book |
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| id | DE-604.BV002277961 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T15:43:14Z |
| institution | BVB |
| language | English |
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| physical | VIII, 152 S. graph. Darst. |
| psigel | TUB-nvmb |
| publishDate | 1967 |
| publishDateSearch | 1967 |
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| publisher | Methuen |
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| series2 | Monographs on applied probability and statistics |
| spelling | Hannan, Edward J. 1921-1994 Verfasser (DE-588)170038084 aut Time series analysis E. J. Hannan Repr. London Methuen 1967 VIII, 152 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Monographs on applied probability and statistics Time-series analysis Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Zeitreihe (DE-588)4127298-5 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s DE-604 Zeitreihenanalyse (DE-588)4067486-1 s Inferenzstatistik (DE-588)4247120-5 s Zeitreihe (DE-588)4127298-5 s 1\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001496662&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Hannan, Edward J. 1921-1994 Time series analysis Time-series analysis Inferenzstatistik (DE-588)4247120-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Zeitreihe (DE-588)4127298-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4247120-5 (DE-588)4057630-9 (DE-588)4127298-5 (DE-588)4067486-1 |
| title | Time series analysis |
| title_auth | Time series analysis |
| title_exact_search | Time series analysis |
| title_full | Time series analysis E. J. Hannan |
| title_fullStr | Time series analysis E. J. Hannan |
| title_full_unstemmed | Time series analysis E. J. Hannan |
| title_short | Time series analysis |
| title_sort | time series analysis |
| topic | Time-series analysis Inferenzstatistik (DE-588)4247120-5 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Zeitreihe (DE-588)4127298-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Time-series analysis Inferenzstatistik Stochastischer Prozess Zeitreihe Zeitreihenanalyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001496662&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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