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
Conference proceedings

Part of the Lecture Notes in Statistics book series (LNS, volume 115)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Zhi An Hong
    Pages 15-26
  3. Peter Bossaerts, Wolfgang Härdle, Christian Hafner
    Pages 55-72
  4. David R. Brillinger
    Pages 73-87
  5. L. Camarinopoulos, G. Zioutas, E. Bora-Senta
    Pages 102-114
  6. George Chobanov, Plamen Mateev, Stefan Mittnik, Svetlozar Rachev
    Pages 130-144
  7. Richard A. Davis, Meiching Chen, William T. M. Dunsmuir
    Pages 160-176
  8. Clive W. J. Granger, Namwon Hyung, Yongil Jeon
    Pages 190-204
  9. L. Kavalieris
    Pages 246-258
  10. C. Klüppelberg, T. Mikosch
    Pages 259-271
  11. Abdelaziz El Matouat, Marc Hallin
    Pages 291-299
  12. Peter C. B. Phillips, Chin Chin Lee
    Pages 300-314
  13. M. B. Priestley
    Pages 315-323
  14. M. Rosenblatt
    Pages 352-362
  15. Richard L. Smith, Fan-Ling Chen
    Pages 378-391
  16. Murad S. Taqqu, Vadim Teverovsky
    Pages 420-432
  17. Back Matter
    Pages 433-434

About these proceedings


The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume II presents papers on time series analysis, many of which were contributed to a meeting in March 1995 partly in honour of E.J. Hannan. The initial paper by P.M. Robinson discusses Ted Hannan's researches and their influence on current work in time series analysis. Other papers discuss methods for finite parameter Gaussian models, time series with infinite variance or stable marginal distribution, frequency domain methods, long range dependent processes, nonstationary processes, and nonlinear time series. The methods presented can be applied in a number of fields such as statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers.


Estimator Likelihood Variance applied mathematics average calculus linear regression mathematics modeling optimization probability regression statistics time series time series analysis

Editors and affiliations

  • P. M. Robinson
    • 1
  • Murray Rosenblatt
    • 2
    • 3
  1. 1.Department of EconomicsLondon School of EconomicsLondonGreat Britain
  2. 2.Department of MathematicsUniversity of California, San DiegoLa JollaUSA
  3. 3.Department of StatisticsColorado State UniversityFt. CollinsUSA

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag New York 1996
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-0-387-94787-7
  • Online ISBN 978-1-4612-2412-9
  • Series Print ISSN 0930-0325
  • Buy this book on publisher's site