H. Bozdogan (Hrsg.)

Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach

Volume 1 Theory and Methodology of Time Series Analysis
Herausgegeben:Bozdogan, Hamparsun

• Gebundenes Buch

Produktbeschreibung

These three volumes comprise the proceedings of the US/Japan Conference, held in honour of Professor H. Akaike, on the `Frontiers of Statistical Modeling: an Informational Approach'. The major theme of the conference was the implementation of statistical modeling through an informational approach to complex, real-world problems.
Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis. Volume 1 also contains the text of the Banquet talk by E. Parzen and the keynote lecture of H. Akaike. Volume 2 is devoted to the general topic of Multivariate Statistical Modeling, and Volume 3 contains the papers relating to Engineering and Scientific Applications.
For all scientists whose work involves statistics.

Produktdetails

• Verlag: Springer / Springer Netherlands
• Artikelnr. des Verlages: 978-0-7923-2597-0
• Repr. d. Ausg. v. 1993
• Seitenzahl: 302
• Erscheinungstermin: 31. Dezember 1993
• Englisch
• Abmessung: 241mm x 160mm x 21mm
• Gewicht: 619g
• ISBN-13: 9780792325970
• ISBN-10: 0792325974
• Artikelnr.: 22182583

Inhaltsangabe

of Volume 1.- Summary of Contributed Papers to Volume 1.- 1. Hirotugu Akaike, Statistical Scientist.- 2. Experiences on the Development of Time Series Models (Keynote lecture).- 3. State Space Modeling of Time Series.- 4. Autoregressive Model Fitting and Windows.- 5. System Analysis and Seasonal Adjustment Through Model Fitting.- 6. Akaike's Approach Can Yield Consistent Order Determination.- 7. Recursive Order Selection for an ARMA Process.- 8. Autoregressive Model Selection in Small Samples Using a Bias-Corrected Version of AIC.- 9. Temporal Causality Measures Based on AIC.- 10. An Automated Robust Method for Estimating Trend and Detecting Changes in Trend for Short Time Series.- 11. Model Selection in Harmonic Non-Linear Regression.- 12. Dynamic Analysis of Japan's Economic Structure.- 13. New Estimates of the Autocorrelation Coefficients of Stationary Sequences.- 14. Applications of TIMSAC.- Index to Volume 1.