| 作成者 |
|
| 本文言語 |
|
| 出版者 |
|
|
|
| 発行日 |
|
| 収録物名 |
|
| 巻 |
|
| 号 |
|
| 開始ページ |
|
| 終了ページ |
|
| 出版タイプ |
|
| アクセス権 |
|
| Crossref DOI |
|
| 関連DOI |
|
|
|
|
|
| 関連URI |
|
|
|
|
|
| 関連情報 |
|
|
|
|
|
| 目次 |
Introduction Chapter I. Time Series 1.1 Sample of a stochastic process 1.2 Stationarity and trend of a time series Chapter II. Finite Parameter Schemes 2.1 Introduction 2.2 Finite parameter schemes with discrete time parameter 2.3 Finite parameter schemes with continuous time parameter 2.4 Relation between continuous parameter process and discrete parameter process belongs to it Chapter III. Statistical Inference of Time Series 3.1 Autoregression process 3.2 Powers of conditional tests 3.3 Continuous parameter process with rational spectral densities 3.4 Moving averages 3.5 Time series with trend 3.6 Discontinuous Markov process
|
Mendeley出力
