发帖
雷达卡
【作者】Tata Subba Rao, Suhasini Subba Rao and C.R. Rao
【版本】First Edition
【语言】English
【出版日期】2012
【文件格式】PDF
【文件大小】11.7M
【页数】755页
【资料类别】统计学&软件
【扫描版还是影印版】扫描版
【是否缺页】完整
【关键词】时间序列 R
【目录】
Part 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
Part 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
Part 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
Part IV Time series and quantile regression
9. Time series quantile regressions, Z. Xiao
Part 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
Part 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
Part 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
Part 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
Part IX Spectral and Wavelet Methods
21. The estimation of Frequency, B. G. Quinn
22. A wavelet variance primer, D. B. Percival and D. Mondal
Part X Computational methods
23. Time Series Analysis with R, A. I. McLeod, H. Yu and E. Mahdi
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