The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis
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Published By Springer New York

9781461392989, 9781461392965

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Asymptotics of Predictive Stochastic Complexity

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_6 ◽

1993 ◽

pp. 93-112 ◽

Author(s):

László Gerencsér ◽

Jorma Rissanen

Keyword(s):

Stochastic Complexity

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On Adaptive Stabilization and Ergodic Behaviour of Systems with Jump-Markov Parameters Via Nonlinear Filtering

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_17 ◽

1993 ◽

pp. 289-314

Author(s):

Karim Nassiri-Toussi ◽

Peter E. Caines

Keyword(s):

Nonlinear Filtering ◽

Adaptive Stabilization ◽

Markov Parameters ◽

Ergodic Behaviour

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Weak Convergence to Self-Affine Processes in Dynamical Systems

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_15 ◽

1993 ◽

pp. 255-262

Author(s):

Michael Lacey

Keyword(s):

Dynamical Systems ◽

Weak Convergence ◽

Affine Processes

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Unit Roots in U.S. Macroeconomic Time Series: A Survey of Classical and Bayesian Perspectives

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_4 ◽

1993 ◽

pp. 43-69 ◽

Author(s):

David N. Dejong ◽

Charles H. Whiteman

Keyword(s):

Time Series ◽

Macroeconomic Time Series

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An Extension of Quadrature-Based Methods for Solving Euler Conditions

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_8 ◽

1993 ◽

pp. 147-151

Author(s):

Eric Ghysels ◽

Alastair Hall

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Identification of Linear Systems from Noisy Data

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_3 ◽

1993 ◽

pp. 21-42 ◽

Author(s):

M. Deistler ◽

W. Scherrer

Keyword(s):

Linear Systems ◽

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Recursive Estimation in Armax Models

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_16 ◽

1993 ◽

pp. 263-288 ◽

Author(s):

Tze Leung Lai

Keyword(s):

Recursive Estimation

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Convergence of Åström-Wittenmark’s Self-Tuning Regulator and Related Topics

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_13 ◽

1993 ◽

pp. 225-238

Author(s):

Lei Guo ◽

Han-Fu Chen

Keyword(s):

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Identification of Stochastic Time-Varying Parameters

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_12 ◽

1993 ◽

pp. 211-223

Author(s):

L. Guo ◽

H. F. Chen ◽

J. F. Zhang

Keyword(s):

Time Varying ◽

Varying Parameters ◽

Time Varying Parameters ◽

Stochastic Time

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Recent Developments in Location Estimation and Regression for Long-Memory Processes

The IMA Volumes in Mathematics and its Applications - New Directions in Time Series Analysis ◽

10.1007/978-1-4613-9296-5_1 ◽

1993 ◽

pp. 1-9

Author(s):

Jan Beran

Keyword(s):

Long Memory ◽

Location Estimation ◽

Memory Processes ◽

Recent Developments ◽

Long Memory Processes

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