Time series analysis : theory and practice 1 : proceedings of the international conference held at Valencia, Spain, June 1981 / edited by O.D. Anderson, in collaboration with J.G. De Gooijer and K.D.C. Stoodley.

• Material Type: 図書
• ISBN: 0444863370 (Elsevier North-Holland)
• Title: Time series analysis : theory and practice 1 : proceedings of the international conference held at Valencia, Spain, June 1981 / edited by O.D. Anderson, in collaboration with J.G. De Gooijer and K.D.C. Stoodley.
• Author Heading: Anderson, O. D. (Oliver Duncan) , 1940-; Gooijer, J. G. de.; Stoodley, K. D. C. (Keith D. C.); International Time Series Meeting (1981 : Valencia, Spain)
• Publication, Distribution, etc.: Amsterdam : North-Holland Pub. Co.; New York : North-Holland Pub. Co.; New York, N.Y. : North-Holland Pub. Co.; Amsterdam : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland; New York : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland; New York, N.Y. : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland
• Publication Date: 1982.
• Publication Date (W3CDTF): 1982
• Extent: ix, 756 p. : ill. ; 23 cm.
• Place of Publication (Country Code): NL
• Text Language Code: eng
• Subject Heading: 時系列. Zikeiretu.; Time-series analysis -- Congresses.
• LCC: QA280
• DDC: 519.5/5
• NDLC: MA211
• Note (General): Papers presented at the International Time Series Meeting, Valencia, Spain, 1981.
• Note (Bibliography): Includes bibliographies.
• Holding library: 国立国会図書館
• Call No.: MA211-A6
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003099292; http://id.ndl.go.jp/bib/000003099292
• LC Control Number: 81018857 //r832; https://lccn.loc.gov/81018857
• Bibliographic Record Category (NDL): 211

Table of Contents

CONTENTS

International Time Series Meetings and this ITSM (Valencia, Spain, 22-26 June 1981)/ 1

The Covariances between Sampled Autocovariances and between Serial Correlations for Finite Realisations from ARUMA Time Series Models/ 7

Maxhnum Likelihood Estimation in Autoregressive and Moving Average Models/ 23

A Comparison of the Wiener-Kolmogorov and the Yule-Walker Methods of Fitting Autoregressions for Prediction/ 31