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Home > Athens Conference on Applied Probability and Time Series Analysis: Volume II: Time Series Analysis In Memory of E. J. Hannan > Regression in Long-Memory Time Series
Athens Conference on Applied Probability and Time Series Analysis: Volume II: Time Series Analysis In Memory of E. J. Hannan |
P. M. Robinson; Murray Rosenblatt
Springer New York
Athens Conference on Applied Probability and Time Series Analysis: Volume II: Time Series Analysis In Memory of E. J. Hannan
Regression in Long-Memory Time Series
Authors

Richard L. Smith; Fan-Ling Chen

ARI Id

1674219689290_2369073

Access

Not Available Free

Pages

378-391

DOI

10.1007/978-1-4612-2412-9_28

Chapter URL

https://rd.springer.com/chapter/10.1007/978-1-4612-2412-9_28

Table of Contents of Book
Showing 1 to 20 of 33 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
i-viii
Memorial Article: Edward J. Hannan, 1921–1994
P. M. Robinson
1-14
A note on chaotic maps and time series
Zhi An Hong
15-26
Balanced Parametrizations: A Structure Theory for Identification
D. Bauer; M. Deistler
27-41
Recent Developments in Analysis of Time Series with Infinite Variance: A Review
R. J. Bhansali
42-54
Foreign Exchange Rates Have Surprising Volatility
Peter Bossaerts; Wolfgang Härdle; Christian Hafner
55-72
An analysis of an ordinal-valued time series
David R. Brillinger
73-87
On the Use of Continuous-time ARMA Models in Time Series Analysis
Peter J. Brockwell
88-101
An Optimisation Technique For Robust Autoregressive Estimates
L. Camarinopoulos; G. Zioutas; E. Bora-Senta
102-114
A Theory of Wavelet Representation and Decomposition for a General Stochastic Process
Bing Cheng; Howell Tong
115-129
Modeling the Distribution of Highly Volatile Exchange-rate Time Series
George Chobanov; Plamen Mateev; Stefan Mittnik; Svetlozar Rachev
130-144
Asymptotic statistical inference for nonstationary processes with evolutionary spectra
R. Dahlhaus
145-159
Inference for Seasonal Moving Average Models With a Unit Root
Richard A. Davis; Meiching Chen; William T. M. Dunsmuir
160-176
General Kriging for spatial-temporal processes with random ARX—regression parameters
J. Franke; B. Gründer
177-189
Fractional Stochastic Unit Root Processes
Clive W. J. Granger; Namwon Hyung; Yongil Jeon
190-204
Design of Moving-Average Trend Filters using Fidelity and Smoothness Criteria
Alistair Gray; Peter Thomson
205-219
Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence
M. Henry; P. M. Robinson
220-232
Some limit theorems on stationary processes with long-range dependence
Yuzo Hosoya
233-245
Estimation of the Number of Spectral Lines
L. Kavalieris
246-258
Self-normalized and randomly centered spectral estimates
C. Klüppelberg; T. Mikosch
259-271
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 33 entries
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