Multiple Time Series

Copyright © 1970 John Wiley & Sons, Inc.

Multiple Time Series

Author(s): E. J. Hannan

Published Online: 27 MAY 2008

Print ISBN: 9780471348054

Online ISBN: 9780470316429

DOI: 10.1002/9780470316429

About this Book

The Wiley Series in Probability and Statistics is a collection of topics of current research interests in both pure and applied statistics and probability developments in the field and classical methods. This series provides essential and invaluable reading for all statisticians, whether in academia, industry, government, or research.

Table of contents

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      Frontmatter (pages i–xi)

  2. Part I: Basic Theory

    1. Chapter 1

      Introductory Theory (pages 2–31)

    2. Chapter 2

      The Spectral Theory of Vector Processes (pages 32–126)

    3. Chapter 3

      Prediction Theory and Smoothing (pages 127–195)

  3. Part II: Inference

    1. Chapter 4

      The Laws of Large Numbers and the Central Limit Theorem (pages 198–244)

    2. Chapter 5

      Inference About Spectra (pages 245–324)

    3. Chapter 6

      Inference for Rational Spectra (pages 325–414)

    4. Chapter 7

      Regression Methods (pages 415–495)

  4. Part III: Appendix

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      Mathematical Appendix (pages 496–518)

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      Bibliography (pages 519–527)

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      Table of Notations (pages 529–530)

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      Index (pages 531–536)

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