√лавна€    Ex Libris     ниги    ∆урналы    —татьи    —ерии     аталог    Wanted    «агрузка    ’удЋит    —правка    ѕоиск по индексам    ѕоиск    ‘орум   
blank
јвторизаци€

       
blank
ѕоиск по указател€м

blank
blank
blank
 расота
blank
Hannan E. J. Ч Multiple time series
Hannan E. J. Ч Multiple time series

„итать книгу
бесплатно

—качать книгу с нашего сайта нельз€

ќбсудите книгу на научном форуме



Ќашли опечатку?
¬ыделите ее мышкой и нажмите Ctrl+Enter


Ќазвание: Multiple time series

јвтор: Hannan E. J.

язык: en

–убрика: ћатематика/

—татус предметного указател€: √отов указатель с номерами страниц

ed2k: ed2k stats

√од издани€: 1970

 оличество страниц: 542

ƒобавлена в каталог: 31.10.2010

ќперации: ѕоложить на полку | —копировать ссылку дл€ форума | —копировать ID
blank
ѕредметный указатель
Abel sum      509
Abramovitz, M.      192
Absolutely continuous      38
Achieser, N.I.      63
Adjoint operator      503
Adjoint space      505
Algebra      224
Alias      45
Alias, principal      45
Aliasing      45Ч51
Amemiya, T.      475
Amos D.E.      254 261
Amplitude modulation      79
Anderson, R.L.      343Ч350
Anderson, T.W.      212 259Ч261 300 339Ч350
Asymptotic relative efficiency      408
Autocorrelation      19Ч23 229 342Ч368
Autocorrelation, circular      343Ч368
Autocorrelation, in residuals      459
Autocorrelation, multiple      21Ч22 336Ч337
Autocorrelation, partial      21Ч23 335Ч336 342Ч368
Autocovariance      208Ч212 228
Autoregression      9Ч10 14 21 326Ч368
Autoregression, moving average, mixed      10 14 388Ч398
Autoregression, with regression      453Ч458
Autoregressive transformation      132
Banach space      504
Bandwidth      172
Bartlett, M.S.      72 275 278 286 367 368 399 404
Bernstein's lemma      242
Best linear unbiased      417
Bias, in spectral estimation      283Ч286
Billingsley, P.      47 200
Blackman, R.B.      192 308
Blaschke product      143
Bocher, M.      30 100
Bonnet, G.      164
Bounded operator      503
Box, G.E.P.      12 369Ч372
Brillinger, D.      90 91 295
Brownian motion      15 24Ч26 108
Bucy, R.S.      180
Canonical coherence      298
Cartwright, D.E.      85
Cauchy condition      6
Cauchy sequence      498
Cesaro mean      36 506 513
Cesaro of Fourier integral      513Ч514
Cesaro sum      36 506 513
Chanda, K.C.      367
Characteristic equation      10
Characteristic functional      26
Chipman, J.      438
Circulant      343
Circular autocorrelation      343Ч368
Closed operator      504
Co-spectral density      38
Co-spectral distribution      35
Coefficient of variation      311
Coherence      43Ч44 253Ч255
Coherence, canonical      298
Coherence, multiple      258Ч263
Coherence, partial      261Ч262
Coherency      43
Complete regularity      203n
Complex multivariate analysis      252 295Ч307
Complex multivariate normal      223
Complex random variable      6
Complex regression      255Ч263
Complex Wishart      252 295
Constraints, linear      see УLinear constraintsФ
Continuity, mean-square      5 25
Convergence, mean      214
Convergence, mean-square      5Ч6
Convolution      80 83
Cooley, J.W.      263Ч273
Cooley-Tukey technique      263Ч273
Correlation      368
Correlation, serial      19
Covariance matrix      4
Covariance, of serial covariances      209
Covariance, of spectral estimates      280 287
Cox, D.      13
Crame'r, H.      22 35 148 250 287 472
Cross spectral density      38
Cumulant      23 209 211
Cylinder set      200
Daniels, H.E.      342n 357Ч368 463
Degrees of freedom      281Ч282
Delay, group      60 150
Delay, minimum      150
Delta function      74 83 514
Dense in      498
Deterministic, purely      136 158
Deutsch, R.      86
Dhrymes, P.      475n
Diananda, P.H.      220 367 399Ч404
Differentiation, mean-square      6
Dirac delta function      see УDelta functionФ
Direct sum      498
Discrete approximation      405Ч407
Discriminant coefficient      298
Discriminant function      298
Distributed lags      416
Dixon, W.J.      342n
Doob, J.L.      151
Duncan, D.B.      182
Durbin, J.      374 375 388n 459Ч461
Durbin-Watson misuse      461Ч462
Durbin-Watson statistic      459Ч463
Earth sciences      3 95 246 304
Economics      3 179 309 325 461 475
Efficiency      420
Efficiency, of least squares      416Ч438
Eicker, F.      220 233
Elements of the spectrum      432
Envelope      76
Ergodic      201
Ergodicity      201Ч220
Factorization of spectrum      62Ч67 129 142 154 160
Fader      265Ч267
FejeVs kernel      507
Feller, W.      464 472
Filter, band pass      60
Filter, instantaneous      82
Filter, Kalman      180Ч186
Filter, length      186
Filter, linear      51Ч60 113Ч115 309Ч310
Filter, low pass      60
Filter, nonlinear      82Ч88 106Ч113
Filter, nonlinear, instantaneous      82
Filter, nonlinear, noninstantaneous      106Ч112
Finite Fourier transform      212Ч225 246Ч273 275Ч276
Finitely dependent      242
Fisher, R.A.      463Ч468
Fishman, G.S.      475n
Fisz, M.      251
Fraser, D.A.S.      408
Freeman, H.      50
Frequency modulation      80n 85 117
Frequency response function      55 114Ч116
Fuller, W.A.      475
Function, bi-invariant      99
Function, delta      see УDelta functionФ
Function, inner      143 150
Function, of exponential type      515
Function, outer      143 162
Function, random periodic      38
Function, rapidly decreasing      516
Function, spherical      101
Function, spherical, zonal      101Ч102
Gain      59 116
Gelfand, I.M.      24 92 514
Generalised function      24 86Ч87 124Ч125 514Ч516
Generalised linear process      210
Generalized random process      23Ч26 91Ч94
Gnedenko, B.V.      232 238
Goodman, N.      296
Goodness of fit, tests      336Ч341 399Ч404
Gram-Schmidt process      499
Granger, C.W.J.      189
Grenander's conditions      77 117 215Ч227 416Ч434
Grenander, U.      77 148 220 274 286 338 354 396 404
Griliches, Z.      475
Group delay      60 150
Group, of Euclidean motions      104
Group, of translations      32
Group, orthogonal      99
Group, representation      100
Groves, G.      261
Halmos, P.R.      60 144
Hardy class      509Ч510
Harmonizable      79
Hasselmann, K.F.      88
Hatanaka, M.      189
Heble, M.P.      191
Helgason, S.      106 115
Helson, H.      138Ч163
Henshaw, R.C      459
Hermite polynomial      82Ч86 111Ч117
Hewitt, E.      139
Higher order spectra      88Ч91
Hilbert space      497Ч505
Hilbert transform      75
Hoffman, K.      138Ч151
Holder's inequality      504
Homogeneous equation      10
Homogeneous on plane      95Ч98
Homogeneous on sphere      99Ч103
Homogeneous random process      94Ч106
Hsu, P.L.      306
Identification      370 388 394
Impulse response function      55
Inner function      143 150
Inner product      497
Innovation sequence      170
Integral equation      16
Integral infinite      51Ч52
Integral stochastic      7 8 27Ч29
Interpolation      163Ч168
Invariant factor      30
Invariant irreducible      101
Invariant random variable      200
Invariant set      200
Invariant subspace      101
Iterative calculations      135Ч136
James, A.T.      299
Jenkins, G.M.      12 311 342n 366Ч372
Jittered sampling      48
Kalman, R.E.      128 180Ч186
Kendall, M.G.      188
Kernel, Fejer's      507
Kernel, Fejer's, Jackson-de la Vallee Poussin      279
Kernel, Fejer's, Poisson's      509
Khatri, C.G.      261
Klett, G.W.      253
Kolmogoroff, A.N.      232 238
Koopmans, L.H.      254 261 292
Koopmans, T.C.      342n 356
Kronecker product      517
Lag window      274n
Law of Large Numbers      200
Leipnik, R.B.      342n 356
Lemma, Bernstein's      242
Linear constraints      416Ч417 425Ч426 447Ч448
Linear constraints, trivial      416 419
Linear process      209
Linear process, generalised      210
Lipshitz condition      312 513
Liviatan, N.      482Ч484
Lorentz, G.G.      190
Lowdenslager, D.      138Ч163
MacDuffee, C.C.      30 65
Mackey, G.W.      113
Madow, W.G.      342n
Mann, H.B.      26 325
Masani, P.      157Ч163
McGregor, J.R.      368
Mean      204Ч208 221
Mean-square continuity      5
Mean-square convergence      5Ч6 499
Mean-square differentiation      6
Mean-square error      286
Mean-square integration      7Ч8
Medhi, J.      286
Metrically transitive      201
Miller, H.D.      13
Minimum delay      150
Minkowski's inequality      504
Mixed autoregression, moving average      10 14 388Ч398
Mixing condition      202
Mixing condition, uniform      202
Modulation      79 85 117
Modulus of continuity      315n
Moran, P.A.P.      220
Moving-average      10 14 17 369Ч388
Moving-average, one sided      62
Multiple coherence      258Ч263
Multiplicity free      101 115
Munk, W.H.      85
Nagar, A.L.      459
Naimark, M.A.      490
Neyman, J.      258
Nicholls, D.      471n 475
Nondeterministic, purely      137 154 158
Norm      5 57 497 504 505
Nyqvist frequency      307
Olshen, R.A.      213
Operator, adjoint      503
Operator, bounded      503
Operator, closed      504
Operator, differential      55
Operator, integral      53
Operator, shift      200
Operator, shift, measure preserving      200
Operator, time invariant      59
Orcutt, G.      12
Orthogonal direct sum      498
Orthogonal group      99
Orthogonal increments      8Ч9 27 29 40 96 122
Outer function      143 162
Owen, D.B.      187
Paley, R.E.A.C.      151
Partial autocorrelation      21Ч23
Partial coherence      261Ч262
Parzen, E.      34 279 282Ч286
Periodic phenomena      74
Periodic sampling      50
Periodicities, test for      463Ч475
Periodogram      213 248
Perpendicular projection      27 504
Phase      43Ч44 59 256Ч258 262Ч263
Phase, of filter      59
Phillips, A.W.      407
Pilot estimation      308
Pitman, E.J.G.      343
Point process      72
Poisson's kernel      509
Polynomial, Chebyshev      189Ч190
Polynomial, Hermite      82Ч86 111Ч117
1 2
blank
–еклама
blank
blank
HR
@Mail.ru
       © Ёлектронна€ библиотека попечительского совета мехмата ћ√”, 2004-2017
Ёлектронна€ библиотека мехмата ћ√” | Valid HTML 4.01! | Valid CSS! ќ проекте