Time Series Analysis and Stochastic Prediction (I) - Collections

＜journal article＞
Time Series Analysis and Stochastic Prediction (I)

Creator	Creator Name Ogawara, Masami 小河原, 正巳 Affiliation Affiliation Name Meteorogical Research Institute 気象庁気象研究所
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1958-03
Source Title	Bulletin of Mathematical Statistics
Vol	8
Issue	1/2
First Page	8
Last Page	53
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/12983
Related DOI	Bulletin of mathematical statistics \|\| 8(1/2) \|\| p8-53
	統計数理研究 \|\| 8(1/2) \|\| p8-53
	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of mathematical statistics \|\| 8(1/2) \|\| p8-53
	統計数理研究 \|\| 8(1/2) \|\| p8-53
	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of mathematical statistics \|\| 8(1/2) \|\| p8-53
	統計数理研究 \|\| 8(1/2) \|\| p8-53
	http://bic.math.kyushu-u.ac.jp/
Table of Contents	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

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