Time Series Analysis: Methods and Applications

✍ Scribed by Tata Subba Rao, Suhasini Subba Rao, C.R. Rao (Eds.)

• Publisher: North Holland
• Year: 2012
• Tongue: English
• Leaves: 730
• Series: Handbook of Statistics 30
• Edition: 1st
• Category: Library

✦ Synopsis

The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology, applications, and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time, special emphasis is placed on applications-oriented techniques, with the applied statistician in mind as the primary audience.

• Comprehensively presents the various aspects of statistical methodology
• Discusses a wide variety of diverse applications and recent developments
• Contributors are internationally renowened experts in their respective areas

✦ Table of Contents

Content:
General Editor
Page ii

Edited by
Page iii

Copyright page
Page iv

Preface to Handbook Volume – 30
Pages xiii-xv

Contributors: Vol. 30
Pages xvii-xviii

1 - Bootstrap Methods for Time Series
Pages 3-26
Jens-Peter Kreiss, Soumendra Nath Lahiri

2 - Testing Time Series Linearity: Traditional and Bootstrap Methods
Pages 27-42
Arthur Berg, Timothy McMurry, Dimitris N. Politis

3 - The Quest for Nonlinearity in Time Series
Pages 43-63
Simone Giannerini

4 - Modelling Nonlinear and Nonstationary Time Series
Pages 67-97
Dag Tjøstheim

5 - Markov Switching Time Series Models
Pages 99-122
Jürgen Franke

6 - A Review of Robust Estimation under Conditional Heteroscedasticity
Pages 123-154
Kanchan Mukherjee

7 - Functional Time Series
Pages 157-186
Siegfried Hörmann, Piotr Kokoszka

8 - Covariance Matrix Estimation in Time Series
Pages 187-209
Wei Biao Wu, Han Xiao

9 - Time Series Quantile Regressions
Pages 213-257
Zhijie Xiao

10 - Frequency Domain Techniques in the Analysis of DNA Sequences
Pages 261-295
David S. Stoffer

11 - Spatial Time Series Modeling for fMRI Data Analysis in Neurosciences
Pages 297-313
Tohru Ozaki

12 - Count Time Series Models
Pages 315-347
Konstantinos Fokianos

13 - Locally Stationary Processes
Pages 351-413
Rainer Dahlhaus

14 - Analysis of Multivariate Nonstationary Time Series Using the Localized Fourier Library
Pages 415-444
Hernando Ombao

15 - An Alternative Perspective on Stochastic Coefficient Regression Models
Pages 445-474
Suhasini Subba Rao

16 - Hierarchical Bayesian Models for Space–Time Air Pollution Data
Pages 477-495
Sujit K. Sahu

17 - Karhunen–Loéve Expansion of Temporal and Spatio-Temporal Processes
Pages 497-520
Lara Fontanella, Luigi Ippoliti

18 - Statistical Analysis of Spatio-Temporal Models and Their Applications
Pages 521-540
T. Subba Rao, Gy. Terdik

19 - Lévy-Driven Time Series Models for Financial Data
Pages 543-563
Peter Brockwell, Alexander Lindner

20 - Discrete and Continuous Time Extremes of Stationary Processes
Pages 565-582
K.F. Turkman

21 - The Estimation of Frequency
Pages 585-621
Barry G. Quinn

22 - A Wavelet Variance Primer
Pages 623-657
Donald B. Percival, Debashis Mondal

23 - Time Series Analysis with R
Pages 661-712
A. Ian McLeod, Hao Yu, Esam Mahdi

Index
Pages 713-725

Handbook of Statistics: Contents of Previous Volumes
Pages 727-755