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Time Series
 Time Series Analysis: Nonstationary and Noninvertible Distribution Theory
ISBN: 978-0-471-14191-4
Hardcover
623 pages
July 1996
US $179.50
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This price is valid for United States. Change location to view local pricing and availability. This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 1-2 days delivery time for paperbacks, and 3-5 days for hardcovers. The book is not returnable.
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Motivating Examples.
Stochastic Calculus in Mean Square.
Functional Central Limit Theorems.
The Stochastic Process Approach.
The Fredholm Approach.
Numerical Integration.
Estimation Problems in Nonstationary Autoregressive Models.
Estimation Problems in Noninvertible Moving Average Models.
Unit Root Tests in Autoregressive Models.
Unit Root Tests in Moving Average Models.
Statistical Analysis of Cointegration.
Solutions to Problems.
References.
Indexes.
List of Series Titles.
Stochastic Calculus in Mean Square.
Functional Central Limit Theorems.
The Stochastic Process Approach.
The Fredholm Approach.
Numerical Integration.
Estimation Problems in Nonstationary Autoregressive Models.
Estimation Problems in Noninvertible Moving Average Models.
Unit Root Tests in Autoregressive Models.
Unit Root Tests in Moving Average Models.
Statistical Analysis of Cointegration.
Solutions to Problems.
References.
Indexes.
List of Series Titles.
