Alternative Approaches to Time Series Analysis

Proceedings of the 3rd Franco-Belgian Meeting of Statisticians, november 1982

This volume contains a selection of papers presented at the third Franco-Belgian Meeting of Statisticians held in Rouen (France) on November 25-26, 1982. They reflect the diversity of approaches presently developed in the statistical analysis of Time Series. Some papers present the actual state of research on fundamental problems; others propose new approaches. The first two contributions are devoted to the analysis of time series and to prediction without strong assumptions on the distributions (qualitative harmonic analysis and non-parametric Bayesian prediction). Then various papers are concerned with problems of model selection (choice among linear models, among non-linear models, non-parametric tests, autocorrelation function...). A third group of papers investigates the statistical properties of completely specified parametric models (asymptotic Bayesian analysis, properties of ARMA models, dynamic models with limited dependent variables). The last paper is devoted to a problem in economic analysis relies on the theory of stochastic processes.

Paperback - In English 14.38 €

Specifications


Publisher
Presses de l'Université Saint-Louis
Edited by
J. P. Florens, M. Mouchart, J.P. Raoult, L. Simar,
Collection
Travaux et Recherches
Language
English
Publisher Category
Natural Sciences > Mathematics > Probabilities and Statistics
Publisher Category
Natural Sciences > Mathematics
Publisher Category
Natural Sciences
Onix Audience Codes
06 Professional and scholarly
Title First Published
1984
Type of Work
Monograph

Paperback


Publication Date
01 January 1984
ISBN-13
9782802800330
Extent
Main content page count : 217
Code
9782802800330
Weight
324 grams
List Price
14.38 €
ONIX XML
Version 2.1, Version 3

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