Multiple time series

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Bibliographic Details
Main Authors: Hannan, E. J. Edward James, 1921
Corporate Authors: Wiley InterScience Online service
Published:
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.