Product Description: The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation...read more

Product Description: This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader...read more

Product Description: Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field...read more

Product Description: This book has a dual purpose. One of these is to present material which selec­ tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach...read more

Product Description: This book is the proceedings of the Memorial Meeting for Errett Bishop, held at the University of California, San Diego, 24 September 1983. During his early days as a mathematician, Errett Bishop made distinguished contributions in many branches of analysis---first in operator theory in Hilbert and Banach spaces, then in the theory of polynomial approximation in the complex plane and on Riemann surfaces, and thence to his outstanding research in function algebras...read more