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OCoLC |
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20170527040629.1 |
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161114s2017 nju ob 001 0 eng |
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|a 2016052636
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|a DLC
|b eng
|e rda
|c DLC
|d OCLCO
|d OCLCF
|d OCLCQ
|d N$T
|d IDEBK
|d EBLCP
|d YDX
|d DG1
|d YDX
|d OCLCO
|d MERUC
|d UIU
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|a 981588475
|a 981647167
|a 981805415
|a 981881994
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|a 9781119132134
|q (electronic book)
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|a 1119132134
|q (electronic book)
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|z 9781119132110
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|z 1119132118
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|z 9781119132097
|q (cloth)
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|z 1119132096
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|a (OCoLC)962750334
|z (OCoLC)981588475
|z (OCoLC)981647167
|z (OCoLC)981805415
|z (OCoLC)981881994
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|a pcc
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|a QA280
|b .T35 2017
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|a MAT
|x 003000
|2 bisacsh
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|a 519.5/5
|2 23
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|a MAIN
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|a Tanaka, Katsuto,
|d 1950-
|e author.
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1 |
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|a Time series analysis :
|b nonstationary and noninvertible distribution theory /
|c Katsuto Tanaka.
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|a Second edition.
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| 264 |
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|a Hoboken, NJ :
|b John Wiley & Sons, Inc.,
|c 2017.
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| 300 |
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|a 1 online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b n
|2 rdamedia
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| 338 |
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|a online resource
|b nc
|2 rdacarrier
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| 490 |
1 |
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|a Wiley series in probability and statistics
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| 504 |
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|a Includes bibliographical references and indexes.
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|a Cover; Title Page; Copyright; Contents; Preface to the Second Edition; Preface to the First Edition; Part I Analysis of Non Fractional Time Series; Chapter 1 Models for Nonstationarity and Noninvertibility; 1.1 Statistics from the One-Dimensional Random Walk; 1.1.1 Eigenvalue Approach; 1.1.2 Stochastic Process Approach; 1.1.3 The Fredholm Approach; 1.1.4 An Overview of the Three Approaches; 1.2 A Test Statistic from a Noninvertible Moving Average Model; 1.3 The AR Unit Root Distribution; 1.4 Various Statistics from the Two-Dimensional Random Walk; 1.5 Statistics from the Cointegrated Process
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|a 1.6 Panel Unit Root TestsChapter 2 Brownian Motion and Functional Central Limit Theorems; 2.1 The Space L2 of Stochastic Processes; 2.2 The Brownian Motion; 2.3 Mean Square Integration; 2.3.1 The Mean Square Riemann Integral; 2.3.2 The Mean Square Riemann-Stieltjes Integral; 2.3.3 The Mean Square Ito Integral; 2.4 The Ito Calculus; 2.5 Weak Convergence of Stochastic Processes; 2.6 The Functional Central Limit Theorem; 2.7 FCLT for Linear Processes; 2.8 FCLT for Martingale Differences; 2.9 Weak Convergence to the Integrated Brownian Motion
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|a 2.10 Weak Convergence to the Ornstein-Uhlenbeck Process2.11 Weak Convergence of Vector-Valued Stochastic Processes; 2.11.1 Space Cq; 2.11.2 Basic FCLT for Vector Processes; 2.11.3 FCLT for Martingale Differences; 2.11.4 FCLT for the Vector-Valued Integrated Brownian Motion; 2.12 Weak Convergence to the Ito Integral; Chapter 3 The Stochastic Process Approach; 3.1 Girsanov's Theorem: O-U Processes; 3.2 Girsanov's Theorem: Integrated Brownian Motion; 3.3 Girsanov's Theorem: Vector-Valued Brownian Motion; 3.4 The Cameron-Martin Formula; 3.5 Advantages and Disadvantages of the Present Approach
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|a Chapter 4 The Fredholm Approach4.1 Motivating Examples; 4.2 The Fredholm Theory: The Homogeneous Case; 4.3 The c.f. of the Quadratic Brownian Functional; 4.4 Various Fredholm Determinants; 4.5 The Fredholm Theory: The Nonhomogeneous Case; 4.5.1 Computation of the Resolvent-Case 1; 4.5.2 Computation of the Resolvent-Case 2; 4.6 Weak Convergence of Quadratic Forms; Chapter 5 Numerical Integration; 5.1 Introduction; 5.2 Numerical Integration: The Nonnegative Case; 5.3 Numerical Integration: The Oscillating Case; 5.4 Numerical Integration: The General Case; 5.5 Computation of Percent Points
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|a 5.6 The Saddlepoint ApproximationChapter 6 Estimation Problems in Nonstationary Autoregressive Models; 6.1 Nonstationary Autoregressive Models; 6.2 Convergence in Distribution of LSEs; 6.2.1 Model A; 6.2.2 Model B; 6.2.3 Model C; 6.2.4 Model D; 6.3 The c.f.s for the Limiting Distributions of LSEs; 6.3.1 The Fixed Initial Value Case; 6.3.2 The Stationary Case; 6.4 Tables and Figures of Limiting Distributions; 6.5 Approximations to the Distributions of the LSEs; 6.6 Nearly Nonstationary Seasonal AR Models; 6.7 Continuous Record Asymptotics; 6.8 Complex Roots on the Unit Circle
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| 526 |
0 |
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|a CS241 - Bachelor of Science (Hons.) Statistics
|z Reference Materials
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| 588 |
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|a Description based on online resource; title from digital title page (viewed on April 18, 2017).
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| 650 |
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|a Time-series analysis.
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| 650 |
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7 |
|a Time-series analysis.
|2 fast
|0 (OCoLC)fst01151190
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| 650 |
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7 |
|a MATHEMATICS / Applied.
|2 bisacsh
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| 650 |
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7 |
|a MATHEMATICS / Probability & Statistics / General.
|2 bisacsh
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| 655 |
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4 |
|a Electronic books.
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| 720 |
1 |
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|a Faculty Computer and Mathematical Sciences
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| 720 |
1 |
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|a Siti Nurhafizah Mohd Shafie
|e Requestor
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| 776 |
0 |
8 |
|i Print version:
|a Tanaka, Katsuto, 1950-
|t Time series analysis.
|b Second edition.
|d Hoboken, NJ : John Wiley & Sons, Inc., [2017]
|z 9781119132097
|w (DLC) 2016052139
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| 830 |
|
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|a Wiley series in probability and statistics.
|
| 856 |
4 |
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|u https://ezaccess.library.uitm.edu.my/login?url=https://doi.org/10.1002/9781119132165
|z View fulltext via EzAccess
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| 994 |
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|a 92
|b DG1
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