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Developments in Time Series Analysis



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ISBN 9780412492600
Published July 1, 1993 by Chapman and Hall/CRC
440 Pages

 
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Table of Contents

List of Contributors. Foreword. Preface. Books and Papers by M. B. Priestley. About the Volume and Summary of Papers. Linear Time Series Models. Estimation and Asymptotics for Times Series Models. Spectral Analysis of Stationary Time Series. Nonparametric Statistical Inference in Time Series. Nonlinear and Non Gaussian Time Series Models. Index.

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Reviews

"The papers are of uniformly high quality, contributed by well-known experts in the field, and definitely represent recent developments."
-Journal of the American Statistical Association