Time Series Analysis: Methods and Applications - Time Series Analysis: Methods and Applications

Informationen zum Autor book “Ancient Inhabitants of Jebel Moya? published by the Cambridge Press under the joint authorship of Rao and two anthropologists. On the basis of work done at CU during the two year period, 1946-1948, Rao earned a Ph.D. degree and a few years later Sc.D. degree of CU and the rare honor of life fellowship of Kings College, Cambridge. He retired from ISI in 1980 at the mandatory age of 60 after working for 40 years during which period he developed ISI as an international center for statistical education and research. He also took an active part in establishing state statistical bureaus to collect local statistics and transmitting them to Central Statistical Organization in New Delhi. Rao played a pivitol role in launching undergraduate and postgraduate courses at ISI. He is the author of 475 research publications and several breakthrough papers contributing to statistical theory and methodology for applications to problems in all areas of human endeavor. There are a number of classical statistical terms named after him, the most popular of which are Cramer-Rao inequality, Rao-Blackwellization, Rao’s Orthogonal arrays used in quality control, Rao’s score test, Rao’s Quadratic Entropy used in ecological work, Rao’s metric and distance which are incorporated in most statistical books. He is the author of 10 books, of which two important books are, Linear Statistical Inference which is translated into German, Russian, Czec, Polish and Japanese languages,and Statistics and Truth which is translated into, French, German, Japanese, Mainland Chinese, Taiwan Chinese, Turkish and Korean languages. He directed the research work of 50 students for the Ph.D. degrees who in turn produced 500 Ph.D.’s. Rao received 38 hon. Doctorate degree from universities in 19 countries spanning 6 continents. He received the highest awards in statistics in USA,UK and India: National Medal of Science awarded by the president of USA, Indian National Medal of Science awarded by the Prime Minister of India and the Guy Medal in Gold awarded by the Royal Statistical Society, UK. Rao was a recipient of the first batch of Bhatnagar awards in 1959 for mathematical sciences and and numerous medals in India and abroad from Science Academies. He is a Fellow of Royal Society (FRS),UK, and member of National Academy of Sciences, USA, Lithuania and Europe. In his honor a research Institute named as CRRAO ADVANCED INSTITUTE OF MATHEMATICS, STATISTICS AND COMPUTER SCIENCE was established in the campus of Hyderabad University. Klappentext The field of statistics not only affects all areas of scientific activity! but also many other matters such as public policy. It is branching rapidly into so many different subjects that a series of handbooks is the only way of comprehensively presenting the various aspects of statistical methodology! applications! and recent developments. The Handbook of Statistics is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics! with Volume 30 dealing with time series. The series is addressed to the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. At the same time! special emphasis is placed on applications-oriented techniques! with the applied statistician in mind as the primary audience. Zusammenfassung The field of statistics not only affects all areas of scientific activity! but also many other matters such as public policy. This title addresses the entire community of statisticians and scientists in various disciplines who use statistical methodology in their work. It presents the various aspects of statistical methodology. ...

List of contents

1. Bootstrap methods for time series
2. Testing time series linearity: traditional and bootstrap methods
3. The quest for nonlinearity in Time Series
4. Modelling nonlinear and nonstationary time series,
5. Markov switching time series models
6. A review of robust estimation under conditional heteroscedasticity
7. Functional time series
8. Covariance matrix estimation in Time Series
9. Time series quantile regressions
10. Frequency domain techniques in the analysis of DNA sequences
11. Spatial time series modelling for fMRI data analysis in neurosciences
12. Count time series models
13. Locally stationary processes
14. Analysis of multivariate non-stationary time series using the localised Fourier Library
15. An alternative perspective on stochastic coefficient regression models
16. Hierarachical Bayesian models for space-time air pollution data
17. Karhunen-Loeve expansion for temporal and spatio-temporal processes
18. Statistical analysis of spatio-temporal models and their applications
19. Lévy-driven time series models for financial data
20. Discrete and continuous time extremes of stationary processesn
21. The estimation of Frequency
22. A wavelet variance primer
23. Time Series Analysis with R

Report

"Referring to earlier volumes in the venerable series Handbook of Statistics- -v.3 (1983) and v.5 (1985)--the three editors preface this 30th volume by describing the explosion of developments since those books were published. Initial chapters cover topics that were in their infancy 25 years ago, including bootstrap methods and tests for linearity of a time series. Following is coverage of methods of modeling nonlinear time series, functional data and high-dimensional time series, applications to biological and neurological sciences, nonstationary time series, spatio- temporal models, continuous time series, and spectral and wavelet methods for the analysis of signals, among other topics. The editors are affiliated as follows: Tata Subba Rao (U. of Manchester, UK), Suhasini Subba Rao (Texas A&M U., US) and C.R. Rao (U. of Hyderabad Campus, India)." --Reference and Research Book News, October 2012

Product details

• Authors: C R Rao, C. R. Rao, C. R. (EDT)/ Rao Rao
• Assisted by: C. R. Rao (Editor), S. Subba Rao (Editor), Suhasini Subba Rao (Editor), T. Subba Rao (Editor), Tata Subba Rao (Editor)
• Publisher: ELSEVIER SCIENCE BV
• Languages: English
• Product format: Hardback
• Released: 31.08.2012
• EAN: 9780444538581
• ISBN: 978-0-444-53858-1
• No. of pages: 776
• Dimensions: 165 mm x 235 mm x 38 mm
• Series: North-Holland; Handbook of Statistics; Handbook of Statistics
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; MATHEMATICS / Probability & Statistics / General, Probability & statistics, Probability and statistics