Time series analysis of irregularly observed data : proceedings of a symposium held at Texas A&M University, College Station, Texas, February 10-13, 1983  pbk.

edited by Emanuel Parzen

[目次]

  • On the estimation of ARIMA Models with missing values.- Statistical inference for irregularly observed processes.- Large sample properties of estimation in time series observed at unequally spaced times.- Time series regression with periodically correlated errors and missing data.- Missing observations in dynamic econometric models: a partial synthesis.- A Hilbert transform method for estimating distributed lag models with randomly missed or distorted observations.- Fitting multivariate models to unequally spaced data.- State space modeling of nonstationary time series and smoothing of unequally spaced data.- Direct quadratic spectrum estimation with irregularly spaced data.- Spectral and probability density estimation from irregularly observed data.- A strategy to complete a time series with missing observations.- Multiple time series analysis or irregularly spaced data.- Some applications of the EM algorithm to analyzing incomplete time series data.- Some aspects of continuous-discrete time series modelling.- Inferring the attainment of national ambient air quality standards using missing value time series techniques.- The complementary model in continuous/discrete smoothing.

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この本の情報

書名 Time series analysis of irregularly observed data : proceedings of a symposium held at Texas A&M University, College Station, Texas, February 10-13, 1983
著作者等 Parzen, Emanuel
シリーズ名 Lecture notes in statistics
巻冊次 pbk.
出版元 Springer-Verlag
刊行年月 1984
版表示 Softcover reprint of the original 1st ed. 1984
ページ数 363 p.
大きさ 25 cm
ISBN 3540960406
0387960406
NCID BA03441345
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言語 英語
出版国 アメリカ合衆国
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