Time Series Analysis: Nonstationary and Noninvertible Distribution Theory

By Katsuto Tanaka

Nonstationary and noninvertible time series are unconventionalsubareas of time series analysis that provide extremely accurateinformation on certain types of data. In recent years, researchersworking in a variety of disciplines--especially in the economic andfinancial arenas--have developed numerous groundbreakingapplications for nonstationary and noninvertible methods. Interestin these areas continues to grow. However, the mathematics ofnonstationary time series analysis differs significantly from thatused in traditional time series analysis. Relying heavily uponprobability and differential and integral equations, nonstationarytime series mathematics is often inaccessible tostatistics-oriented time series analysts.

Time Series Analysis is written for the traditional statisticianwho lacks the rigorous mathematical background required to usenonstationary time series methods. This practical, accessiblevolume:
* Offers statisticians the first comprehensive guide tononstationary and noninvertible time series analysis
* Interprets and explains nonstationary time series from anexclusively statistical point of view
* Features over 90 illustrations and 50 tables that help clarifyeach technical point covered
* Provides helpful problems and solutions at the end of eachsection

Offering in-depth coverage of a mathematically rigorous topic interms that statisticians can understand, Time Series Analysis is anindispensable reference for researchers and graduate students ineconometrics, statistics, probability, actuarial science, andengineering.

• Format: Hardcover
• Language: English
• ISBN: 0471141917
• ISBN13: 9780471141914
• Release Date: July 1996
• Publisher: Wiley-Interscience
• Length: 623 Pages
• Weight: 2.37 lbs.
• Dimensions: 1.4" x 6.5" x 9.5"