Time series analysis nonstationary and noninvertible distribution theory 2nd Edition by Katsuto Tanaka 1119132110 9781119132110

Time series analysis nonstationary and noninvertible distribution theory 2nd Edition by Katsuto Tanaka – Ebook PDF Instant Download/Delivery:  1119132110, 9781119132110 

Full download Time series analysis nonstationary and noninvertible distribution theory 2nd Edition after payment

Product details:

ISBN 10: 1119132110 

ISBN 13: 9781119132110

Author: Katsuto Tanaka 

This revised and expanded edition reflects the developments and new directions in the field since the publication of the first edition. In particular, sections on nonstationary panel data analysis and a discussion on the distinction between deterministic and stochastic trends have been added. Three new chapters on long-memory discrete-time and continuous-time processes have also been created, whereas some chapters have been merged and some sections deleted. The first eleven chapters of the first edition have been compressed into ten chapters, with a chapter on nonstationary panel added and located under Part I: Analysis of Non-fractional Time Series. Chapters 12 to 14 have been newly written under Part II: Analysis of Fractional Time Series. Chapter 12 discusses the basic theory of long-memory processes by introducing ARFIMA models and the fractional Brownian motion (fBm). Chapter 13 is concerned with the computation of distributions of quadratic functionals of the fBm and its ratio. Next, Chapter 14 introduces the fractional Ornstein–Uhlenbeck process, on which the statistical inference is discussed. Finally, Chapter 15 gives a complete set of solutions to problems posed at the end of most sections.

People also search for Time series analysis nonstationary and noninvertible distribution theory 2nd:

 interrupted time series analysis

components of time series analysis

journal of time series analysis

types of time series analysis

multivariate time series analysis

Tags: Time series, analysis, nonstationary, noninvertible distribution, theory, Katsuto Tanaka