Научная литература
booksshare.net -> Добавить материал -> Математика -> Бриллинджер Д.Р. -> "Временные ряды. Обработка данных и теория." -> 149

Временные ряды. Обработка данных и теория. - Бриллинджер Д.Р.

Бриллинджер Д.Р. Временные ряды. Обработка данных и теория.: Монография. Перевод с английского.. Под редакцией А.Н. Колмогорова — М.: Мир, 1980. — 536 c.
Скачать (прямая ссылка): 1980brillindzher_d_vremennye_ryady_obrabotka_dannyh_i_teoriya.djvu
Предыдущая << 1 .. 143 144 145 146 147 148 < 149 > 150 151 152 153 154 155 .. 163 >> Следующая


GORMAN, D., and ZABORSZKY, J. (1966). "Functional expansion in state space

and the s domain." IEEE Trans. AuU Control. AC-Il :498-505. GRANGER, C W. J. (1964). Spectral Analysis of Economic Time Series. Princeton:

Princeton Univ. Press. GRANGER, C W. J., and ELLIOTT, С. M. (1968). "A fresh look at wheat prices ' and markets in the eighteenth century." Economic History Review. 20:257-265. GRANGER, C W. J„ and HUGHES, A. O. (1968). "Spectral analysis of short

series — a simulation study." J. Roy. Statist. Soc, A. 131:83-99. GRANGER, C. W. J., and MORGENSTERN, 0. (1963). "Spectral analysis of

stock market prices." Kyktos. 16:1-27. GRENANDER, U. (1950). "Stochastic processes and statistical inference." Ark.

Mat. 1:195-277.

GRENANDER, U. (1951a). "On empirical spectral analysis of stochastic processes." Ark. Mat. 1:503-531.

GRENANDER, U. (1951b). "On Toeplitz forms and stationary processes." Ark. Mat. 1:551-571.

GRENANDER, U. (1954). "On the estimation of regression coefficients in the case of an autocorrelated disturbance." Ann. Math. Statist. 25:252-272.

GRENANDER, U., POLLAK, H. O., and SLEPIAN, D. (1959). "The distribution of quadratic forms in normal variates: a small sample theory with applications to spectral analysis."/. Soc. Indust. Appl. Math. 7:374-401.

GRENANDER, U„ and ROSENBLATT, M. (1953). "Statistical spectral analysis of time series arising from stochastic processes" Ann. Math. Stat. 24:537-558.

GRENANDER, U., and ROSENBLATT, M, (1957). Statistical Analysis of Stationary Time Series. New York: Wiley. ) ¦ GRENANDER, U., and SZEG0, G. (1958). Toeplitz Forms andTheir Applications. Berkeley: Univ. of Cal. Press.1

GROVES, G. W., and HANNAN, Е. J. (1968). "Time series regression of sea level

on weather." Rev. Geophysics. 6:129-174. GROVES, G. W., and ZETLER, B. D. (1964). "The cross-spectrum of sea level at

San Francisco and Honolulu." J. Marine Res. 22:269-275. GUPTA, R. P. (1965). "Asymptotic theory for principal component analysis in the

complex case." J. Indian Statist. Assoc. 3:97-106. GUPTA, S. S. (1963a). "Probability integrals of multivariate normal and multivariate /." Ann. Math. Statist. 34:792-828. GUPTA, S. S. (1963b). "Bibliography on the multivariate normal integrals and

related topics." Ann. Math. Statist. 34:829-838. GURLAND, J. (1966). "Further consideration of the distribution of the multiple

correlation coefficient." Ann. Math. Statist. 37:1418. GYIRES, B. (1961). "Uber die Spuren der verallgemeinerten Toeplitzschen Ma-

trize." Pub!. Math. Debrecen. 8:93-116. HAJEK, J. (1962). "On linear statistical problems in stochastic processes." Czech.

Math. J. 12:404-443. HALL, P. (1927). "Multiple and partial correlation coefficients." Biometrika. 19:

100-109.

* HALMOS, P. R. (1956). Lectures in Ergodic Theory. Tokyo: Math. Soc. Japan. HALPERIN, M. (1967). "A generalisation of Fieller's theorem to the ratio of

complex parameters." J. Roy. Statist. Soc, B. 29:126-131. HAMBURGER, H., and GRIMSHAW, M. E. (1951). Linear Transformations in

n-dimensional Vector Space. Cambridge: Cambridge Univ. Press. HAMMING, R. W. (1962). Numerical Methods for Scientists and Engineers. New

York: McGraw-Hill. HAMMING, R. W., and TUKEY, J. W. (1949). Measuring noise color. Bell

Telephone Laboratories Memorandum. HAMbN, В. V, and HANNAN, E. J. (1963). "Estimating relations between time

series."/. Geophys. Res. 68:6033-6041.

* HANNAN, E. J. (1960). Time Series Analysis. London: Methuen. HANNAN, E. J. (1961a). "The general theory of canonical correlation and its

relation to functional analysis." J. Aust. Math. Soc. 2:229-242. HANNAN, E. J. (1961b). "Testing for a jump in the spectral function." J. Roy.

Statist. Soc, B. 23:394-404. HANNAN, E. J. (1963a). "Regression for time series with errors of measurement."

Biometrika. 50:293-302. HANNAN, E. J. (1963b). "Regression for time series." In Time Series Analysis,

Ed. M. Rosenblatt, pp. 17-37. New York: Wiley. HANNAN, E. J. (1965). "The estimation of relationships involving distributed

lags." Econom etrica. 33:206-224. HANNAN, E. J. (1967a). "The estimation of a lagged regression relation." Bio-

' metrika. 54:409-418. HANNAN, E. J. (1967b). "Fourier methods and random processes." Bull. Inter.

Statist. Inst. 42:475-494. HANNAN, E. J. (1967c). "Canonical correlation and multiple equation systems in

• economics." Econometrica. 35:123-138. HANNAN, E. J. (1968). "Least squares efficiency for vector time series." J. Roy.

Statist. Soc, B. 30:490-498.

* HANNAN, Е. J. (1970). Multiple Time Series. New York: Wiley. HASSELMAN; K., MUNK, W., and MACDONALD, G. (1963). "Bispectrum of

ocean waves." In Time Series Analysis, Ed. M. Rosenblatt, pp. 125-139, New York: Wiley.

HAUBRICH, R. A. (1965). "Earth noise, 5 to 500 millicycles per second. 1. Spectral'

stationarity, normality, nonlinearity." J. Geophys. Res. 70:1415-1427. HAUBRICH, R. A., and MACKENZIE5 G. S. (1965). "Earth noise, 5 to 500 milli-. су des per second. 2. Reaction of the earth to ocean and atmosphere." J.
Предыдущая << 1 .. 143 144 145 146 147 148 < 149 > 150 151 152 153 154 155 .. 163 >> Следующая

Реклама

c1c0fc952cf0704ad12d6af2ad3bf47e03017fed

Есть, чем поделиться? Отправьте
материал
нам
Авторские права © 2009 BooksShare.
Все права защищены.
Rambler's Top100

c1c0fc952cf0704ad12d6af2ad3bf47e03017fed