Time series analysis : methods and applications / edited by Tata Subba Rao, Suhasini Subba Rao, C.R. Rao.
Contributor(s): Rao, C. Radhakrishna (Calyampudi Radhakrishna) | Subba Rao, Suhasini | Subba Rao, T.
Amsterdam ; London : North Holland, 2012Edition: 1st ed.Description: xviii, 755 p. : ill. ; 24 cm.ISBN: 0444538585 (hbk.); 9780444538581 (hbk.).Subject(s): Time-series analysisGenre/Form: Print books.DDC classification: 519.55| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | QA280 .T538 2012 (Browse shelf) | Available | AU0000000001945 |
Includes bibliographical references and index.
pt. 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 -- pt. 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 -- pt. 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 -- pt. IV. Time series and quantile regression. 9. Time series quantile regressions / Z. Xiao -- pt. 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 -- pt. 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 -- pt. 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 -- pt. 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 -- pt. IX. Spectral and Wavelet Methods. -- 21. The estimation of Frequency / B. G. Quinn -- 22. A wavelet variance primer / D. B. Percival and D. Mondal -- pt. X. Computational methods. 23. Time Series Analysis with R / A. I. McLeod / H. Yu and E. Mahdi.