Time series analysis : methods and applications / edited by Tata Subba Rao, Suhasini Subba Rao, C.R. Rao.

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Bibliographic Details
Other Authors: Subba Rao, T., Subba Rao, Suhasini, Rao, C. Radhakrishna (Calyampudi Radhakrishna), 1920-2023
Language:English
Published: Amsterdam ; London : North Holland, 2012.
Series:Handbook of statistics (Amsterdam, Netherlands) ; v. 30.
Subjects:
Time-series analysis.
Physical Description:xviii, 755 pages : illustrations ; 24 cm.
Format: Book
Contents:
  • 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-Loéve 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.