skip to content
Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 Preview this item
ClosePreview this item
Checking...

Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983

Author: Jürgen Franke; Ruprecht-Karls-Universität (Heidelberg). Sonderforschungsbereich hundertdreiundzwanzig. Workshop
Publisher: New York ; Berlin : Springer, 1984.
Series: Lecture notes in statistics., Springer ;, 26.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Summary:

Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data.

Rating:

(not yet rated) 0 with reviews - Be the first.

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Material Type: Conference publication
Document Type: Book
All Authors / Contributors: Jürgen Franke; Ruprecht-Karls-Universität (Heidelberg). Sonderforschungsbereich hundertdreiundzwanzig. Workshop
ISBN: 354096102X 9783540961024 038796102X 9780387961026
OCLC Number: 728608994
Description: VII, 286 Seiten : figur ; 25 cm.
Contents: On the Use of Bayesian Models in Time Series Analysis.- Order Determination for Processes with Infinite Variance.- Asymptotic Behaviour of the Estimates Based on Residual Autocovariances for ARMA Models.- Parameter Estimation of Stationary Processes with Spectra Containing Strong Peaks.- Linear Error-in-Variables Models.- Minimax-Robust Filtering and Finite-Length Robust Predictors.- The Problem of Unsuspected Serial Correlations.- The Estimation of ARMA Processes.- How to Determine the Bandwidth of some Nonlinear Smoothers in Practice.- Remarks on NonGaussian Linear Processes with Additive Gaussian Noise.- Gross-Error Sensitivies of GM and RA-Estimates.- Some Aspects of Qualitative Robustness in Time Series.- Tightness of the Sequence of Empiric C.D.F. Processes Defined from Regression Fractiles.- Robust Nonparametric Autoregression.- Robust Regression by Means of S-Estimators.- On Robust Estimation of Parameters for Autoregressive Moving Average Models.
Series Title: Lecture notes in statistics., Springer ;, 26.
Responsibility: ed. by J. Franke, W. Härdle and D. Martin.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/728608994> # Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983
    a schema:Book, schema:CreativeWork ;
   library:oclcnum "728608994" ;
   library:placeOfPublication <http://dbpedia.org/resource/New_York_City> ; # New York
   library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/180827943#Place/berlin> ; # Berlin
   library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nyu> ;
   schema:bookFormat bgn:PrintBook ;
   schema:contributor <http://viaf.org/viaf/122139792> ; # Jürgen Franke
   schema:contributor <http://experiment.worldcat.org/entity/work/data/180827943#Organization/ruprecht_karls_universitat_heidelberg_sonderforschungsbereich_hundertdreiundzwanzig_workshop> ; # Ruprecht-Karls-Universität (Heidelberg). Sonderforschungsbereich hundertdreiundzwanzig. Workshop
   schema:datePublished "1984" ;
   schema:exampleOfWork <http://worldcat.org/entity/work/id/180827943> ;
   schema:genre "Conference publication"@en ;
   schema:inLanguage "en" ;
   schema:isPartOf <http://experiment.worldcat.org/entity/work/data/180827943#Series/lecture_notes_in_statistics> ; # Lecture notes in statistics.
   schema:name "Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983" ;
   schema:productID "728608994" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/728608994#PublicationEvent/new_york_berlin_springer_1984> ;
   schema:publisher <http://experiment.worldcat.org/entity/work/data/180827943#Agent/springer> ; # Springer
   schema:workExample <http://worldcat.org/isbn/9783540961024> ;
   schema:workExample <http://worldcat.org/isbn/9780387961026> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/728608994> ;
    .


Related Entities

<http://dbpedia.org/resource/New_York_City> # New York
    a schema:Place ;
   schema:name "New York" ;
    .

<http://experiment.worldcat.org/entity/work/data/180827943#Organization/ruprecht_karls_universitat_heidelberg_sonderforschungsbereich_hundertdreiundzwanzig_workshop> # Ruprecht-Karls-Universität (Heidelberg). Sonderforschungsbereich hundertdreiundzwanzig. Workshop
    a schema:Organization ;
   schema:name "Ruprecht-Karls-Universität (Heidelberg). Sonderforschungsbereich hundertdreiundzwanzig. Workshop" ;
    .

<http://experiment.worldcat.org/entity/work/data/180827943#Series/lecture_notes_in_statistics> # Lecture notes in statistics.
    a bgn:PublicationSeries ;
   schema:hasPart <http://www.worldcat.org/oclc/728608994> ; # Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983
   schema:name "Lecture notes in statistics." ;
   schema:name "Lecture notes in statistics ;" ;
    .

<http://viaf.org/viaf/122139792> # Jürgen Franke
    a schema:Person ;
   schema:familyName "Franke" ;
   schema:givenName "Jürgen" ;
   schema:name "Jürgen Franke" ;
    .

<http://worldcat.org/isbn/9780387961026>
    a schema:ProductModel ;
   schema:isbn "038796102X" ;
   schema:isbn "9780387961026" ;
    .

<http://worldcat.org/isbn/9783540961024>
    a schema:ProductModel ;
   schema:isbn "354096102X" ;
   schema:isbn "9783540961024" ;
    .

<http://www.worldcat.org/title/-/oclc/728608994>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/728608994> ; # Robust and nonlinear time series analysis : proceedings of a workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983
   schema:dateModified "2018-11-10" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.