دانلود کتاب New Directions in Time Series Analysis: Part II

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Front Matter....Pages i-xviii
Recent Developments in Location Estimation and Regression for Long-Memory Processes....Pages 1-9
Phase-Transition in Statistical Physical Models with Discrete and Continuous Symmetries....Pages 11-20
Identification of Linear Systems from Noisy Data....Pages 21-42
Unit Roots in U.S. Macroeconomic Time Series: A Survey of Classical and Bayesian Perspectives....Pages 43-69
A Nonparametric Approach to Nonlinear Time Series Analysis: Estimation and Simulation....Pages 71-92
Asymptotics of Predictive Stochastic Complexity....Pages 93-112
Smoothness Priors....Pages 113-146
An Extension of Quadrature-Based Methods for Solving Euler Conditions....Pages 147-151
Long Memory Shot Noises and Limit Theorems with Application to Burgers’ Equation....Pages 153-176
On Approximate Modeling of Linear Gaussian Processes....Pages 177-193
On the Identification and Prediction of Nonlinear Models....Pages 195-210
Identification of Stochastic Time-Varying Parameters....Pages 211-223
Convergence of Åström-Wittenmark’s Self-Tuning Regulator and Related Topics....Pages 225-238
On the Closure of Several Sets of ARMA and Linear State Space Models with a Given Structure....Pages 239-253
Weak Convergence to Self-Affine Processes in Dynamical Systems....Pages 255-262
Recursive Estimation in Armax Models....Pages 263-288
On Adaptive Stabilization and Ergodic Behaviour of Systems with Jump-Markov Parameters Via Nonlinear Filtering....Pages 289-314
The Convergence of output Error Recursions in Infinite Order Moving Average Noise....Pages 315-324
Linear Models with Long-Range Dependence and with Finite or Infinite Variance....Pages 325-340
Posterior Analysis of Possibly Integrated Time Series with an Application to Real GNP....Pages 341-361
On Network Structure Function Computations....Pages 363-373
Asymptotic Properties of Estimates in Incorrect ARMA Models for Long-Memory Time Series....Pages 375-382