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.
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Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis.
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.
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Produktdetaljer

ISBN
9789401043748
Publisert
2012-10-04
Utgiver
Vendor
Springer
Høyde
240 mm
Bredde
160 mm
Aldersnivå
Research, P, 06
Språk
Product language
Engelsk
Format
Product format
Heftet

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