Skip to main content
SpringerLink
Log in

Athens Conference on Applied Probability and Time Series Analysis

Volume II: Time Series Analysis In Memory of E.J. Hannan

  • Conference proceedings
  • © 1996

Overview

Editors:
  1. P. M. Robinson

    1. Department of Economics, London School of Economics, London, Great Britain

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Murray Rosenblatt

    1. Department of Mathematics, University of California, San Diego, La Jolla, USA
      Department of Statistics, Colorado State University, Ft. Collins, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

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

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (31 papers)

  1. Front Matter

    Pages i-viii
    Download chapter PDF

  2. Memorial Article: Edward J. Hannan, 1921–1994

    • P. M. Robinson
    Pages 1-14

  3. A note on chaotic maps and time series

    • Zhi An Hong
    Pages 15-26

  4. Balanced Parametrizations: A Structure Theory for Identification

    • D. Bauer, M. Deistler
    Pages 27-41

  5. Recent Developments in Analysis of Time Series with Infinite Variance: A Review

    • R. J. Bhansali
    Pages 42-54

  6. Foreign Exchange Rates Have Surprising Volatility

    • Peter Bossaerts, Wolfgang Härdle, Christian Hafner
    Pages 55-72

  7. An analysis of an ordinal-valued time series

    • David R. Brillinger
    Pages 73-87

  8. On the Use of Continuous-time ARMA Models in Time Series Analysis

    • Peter J. Brockwell
    Pages 88-101

  9. An Optimisation Technique For Robust Autoregressive Estimates

    • L. Camarinopoulos, G. Zioutas, E. Bora-Senta
    Pages 102-114

  10. A Theory of Wavelet Representation and Decomposition for a General Stochastic Process

    • Bing Cheng, Howell Tong
    Pages 115-129

  11. Modeling the Distribution of Highly Volatile Exchange-rate Time Series

    • George Chobanov, Plamen Mateev, Stefan Mittnik, Svetlozar Rachev
    Pages 130-144

  12. Asymptotic statistical inference for nonstationary processes with evolutionary spectra

    • R. Dahlhaus
    Pages 145-159

  13. Inference for Seasonal Moving Average Models With a Unit Root

    • Richard A. Davis, Meiching Chen, William T. M. Dunsmuir
    Pages 160-176

  14. General Kriging for spatial-temporal processes with random ARX—regression parameters

    • J. Franke, B. Gründer
    Pages 177-189

  15. Fractional Stochastic Unit Root Processes

    • Clive W. J. Granger, Namwon Hyung, Yongil Jeon
    Pages 190-204

  16. Design of Moving-Average Trend Filters using Fidelity and Smoothness Criteria

    • Alistair Gray, Peter Thomson
    Pages 205-219

  17. Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence

    • M. Henry, P. M. Robinson
    Pages 220-232

  18. Some limit theorems on stationary processes with long-range dependence

    • Yuzo Hosoya
    Pages 233-245

  19. Estimation of the Number of Spectral Lines

    • L. Kavalieris
    Pages 246-258

  20. Self-normalized and randomly centered spectral estimates

    • C. Klüppelberg, T. Mikosch
    Pages 259-271
Back to top

Keywords

About this book

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.

Editors and Affiliations

  • Department of Economics, London School of Economics, London, Great Britain

    P. M. Robinson

  • Department of Mathematics, University of California, San Diego, La Jolla, USA

    Murray Rosenblatt

  • Department of Statistics, Colorado State University, Ft. Collins, USA

    Murray Rosenblatt

Bibliographic Information

  • Book Title: Athens Conference on Applied Probability and Time Series Analysis

  • Book Subtitle: Volume II: Time Series Analysis In Memory of E.J. Hannan

  • Editors: P. M. Robinson, Murray Rosenblatt

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-2412-9

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1996

  • Softcover ISBN: 978-0-387-94787-7Published: 09 August 1996

  • eBook ISBN: 978-1-4612-2412-9Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: VIII, 432

  • Number of Illustrations: 3 b/w illustrations

  • Topics: Applications of Mathematics

Publish with us

Policies and ethics

Back to top

Search

Navigation