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| Àâòîðèçàöèÿ |
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| Ïîèñê ïî óêàçàòåëÿì |
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| Hannan E. J. — Multiple time series |
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| Ïðåäìåòíûé óêàçàòåëü |
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 45—51
Amemiya, T. 475
Amos D.E. 254 261
Amplitude modulation 79
Anderson, R.L. 343—350
Anderson, T.W. 212 259—261 300 339—350
Asymptotic relative efficiency 408
Autocorrelation 19—23 229 342—368
Autocorrelation, circular 343—368
Autocorrelation, in residuals 459
Autocorrelation, multiple 21—22 336—337
Autocorrelation, partial 21—23 335—336 342—368
Autocovariance 208—212 228
Autoregression 9—10 14 21 326—368
Autoregression, moving average, mixed 10 14 388—398
Autoregression, with regression 453—458
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 283—286
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. 12 369—372
Brillinger, D. 90 91 295
Brownian motion 15 24—26 108
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 513—514
Cesaro sum 36 506 513
Chanda, K.C. 367
Characteristic equation 10
Characteristic functional 26
Chipman, J. 438
Circulant 343
Circular autocorrelation 343—368
Closed operator 504
Co-spectral density 38
Co-spectral distribution 35
Coefficient of variation 311
Coherence 43—44 253—255
Coherence, canonical 298
Coherence, multiple 258—263
Coherence, partial 261—262
Coherency 43
Complete regularity 203n
Complex multivariate analysis 252 295—307
Complex multivariate normal 223
Complex random variable 6
Complex regression 255—263
Complex Wishart 252 295
Constraints, linear see “Linear constraints”
Continuity, mean-square 5 25
Convergence, mean 214
Convergence, mean-square 5—6
Convolution 80 83
Cooley, J.W. 263—273
Cooley-Tukey technique 263—273
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 357—368 463
Degrees of freedom 281—282
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. 220 367 399—404
Differentiation, mean-square 6
Dirac delta function see “Delta function”
Direct sum 498
Discrete approximation 405—407
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 459—461
Durbin-Watson misuse 461—462
Durbin-Watson statistic 459—463
Earth sciences 3 95 246 304
Economics 3 179 309 325 461 475
Efficiency 420
Efficiency, of least squares 416—438
Eicker, F. 220 233
Elements of the spectrum 432
Envelope 76
Ergodic 201
Ergodicity 201—220
Factorization of spectrum 62—67 129 142 154 160
Fader 265—267
FejeVs kernel 507
Feller, W. 464 472
Filter, band pass 60
Filter, instantaneous 82
Filter, Kalman 180—186
Filter, length 186
Filter, linear 51—60 113—115 309—310
Filter, low pass 60
Filter, nonlinear 82—88 106—113
Filter, nonlinear, instantaneous 82
Filter, nonlinear, noninstantaneous 106—112
Finite Fourier transform 212—225 246—273 275—276
Finitely dependent 242
Fisher, R.A. 463—468
Fishman, G.S. 475n
Fisz, M. 251
Fraser, D.A.S. 408
Freeman, H. 50
Frequency modulation 80n 85 117
Frequency response function 55 114—116
Fuller, W.A. 475
Function, bi-invariant 99
Function, delta see “Delta function”
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 101—102
Gain 59 116
Gelfand, I.M. 24 92 514
Generalised function 24 86—87 124—125 514—516
Generalised linear process 210
Generalized random process 23—26 91—94
Gnedenko, B.V. 232 238
Goodman, N. 296
Goodness of fit, tests 336—341 399—404
Gram-Schmidt process 499
Granger, C.W.J. 189
Grenander's conditions 77 117 215—227 416—434
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 509—510
Harmonizable 79
Hasselmann, K.F. 88
Hatanaka, M. 189
Heble, M.P. 191
Helgason, S. 106 115
Helson, H. 138—163
Henshaw, R.C 459
Hermite polynomial 82—86 111—117
Hewitt, E. 139
Higher order spectra 88—91
Hilbert space 497—505
Hilbert transform 75
Hoffman, K. 138—151
Holder's inequality 504
Homogeneous equation 10
Homogeneous on plane 95—98
Homogeneous on sphere 99—103
Homogeneous random process 94—106
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 51—52
Integral stochastic 7 8 27—29
Interpolation 163—168
Invariant factor 30
Invariant irreducible 101
Invariant random variable 200
Invariant set 200
Invariant subspace 101
Iterative calculations 135—136
James, A.T. 299
Jenkins, G.M. 12 311 342n 366—372
Jittered sampling 48
Kalman, R.E. 128 180—186
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 416—417 425—426 447—448
Linear constraints, trivial 416 419
Linear process 209
Linear process, generalised 210
Lipshitz condition 312 513
Liviatan, N. 482—484
Lorentz, G.G. 190
Lowdenslager, D. 138—163
MacDuffee, C.C. 30 65
Mackey, G.W. 113
Madow, W.G. 342n
Mann, H.B. 26 325
Masani, P. 157—163
McGregor, J.R. 368
Mean 204—208 221
Mean-square continuity 5
Mean-square convergence 5—6 499
Mean-square differentiation 6
Mean-square error 286
Mean-square integration 7—8
Medhi, J. 286
Metrically transitive 201
Miller, H.D. 13
Minimum delay 150
Minkowski's inequality 504
Mixed autoregression, moving average 10 14 388—398
Mixing condition 202
Mixing condition, uniform 202
Modulation 79 85 117
Modulus of continuity 315n
Moran, P.A.P. 220
Moving-average 10 14 17 369—388
Moving-average, one sided 62
Multiple coherence 258—263
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 8—9 27 29 40 96 122
Outer function 143 162
Owen, D.B. 187
Paley, R.E.A.C. 151
Partial autocorrelation 21—23
Partial coherence 261—262
Parzen, E. 34 279 282—286
Periodic phenomena 74
Periodic sampling 50
Periodicities, test for 463—475
Periodogram 213 248
Perpendicular projection 27 504
Phase 43—44 59 256—258 262—263
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 189—190
Polynomial, Hermite 82—86 111—117
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