Multiple time series
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Main Authors: | |
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Corporate Authors: | |
Published: |
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Literature type: | Electronic eBook |
Language: | English |
Series: |
Wiley series in probability and mathematical statistics
A Wiley publication in applied statistics |
Subjects: | |
Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9780470316429 |
Carrier Form: | 1 online resource (xi, 536 pages). |
Bibliography: | Includes bibliographical references (pages 519-527). |
ISBN: |
9780470316429 047031642X 9780470317136 (electronic bk.) 0470317132 (electronic bk.) |
Index Number: | QA280 |
CLC: | O211.61 |
Contents: | Multiple Time Series; Contents; PART I. BASIC THEORY; CHAPTER I. INTRODUCTORY THEORY; CHAPTER II. THE SPECTRAL THEORY OF VECTOR PROCESSES; CHAPTER III. PREDICTION THEORY AND SMOOTHING; PART II. INFERENCE; CHAPTER IV. THE LAWS OF LARGE NUMBERS AND THE CENTRAL LIMIT THEOREM; CHAPTER V. INFERENCE ABOUT SPECTRA; CHAPTER VI. INFERENCE FOR RATIONAL SPECTRA; CHAPTER VII. REGRESSION METHODS; MATHEMATICAL APPENDIX; BIBLIOGRAPHY; TABLE OF NOTATIONS; INDEX. |