E-raamat: Athens Conference on Applied Probability and Time Series Analysis: Volume II: Time Series Analysis In Memory of E.J. Hannan

Memorial Article: Edward J. Hannan, 19211994.- A Note on Chaotic Maps
and Time Series.- Balanced Parametrizations: A Structure Theory for
Identification.- Recent Developments in Analysis of Times Series with
Infinite Variance: A Review.- Foreign Exchange Rates Have Surprising
Volatility.- An Analysis of an Ordinal-Valued Time Series.- On the Use of
Continuous-Time ARMA Models in Time Series Analysis.- An Optimisation
Technique for Robust Autoregressive Estimates.- A Theory of Wavelet
Representation and Decomposition for a General Stochastic Process.- Modeling
the Distribution of Highly Volatile Exchange-Rate Time Series.- Asymptotic
Statistical Inference for Nonstationary Processes with Evolutionary Spectra.-
Inference for Seasonal Moving Average Models with a Unit Root.- General
Kriging for Spatial-Temporal Processes with Random ARX-Regression
Parameters.- Fractional Stochastic Unit Root Processes.- Design of
Moving-Average Trend Filters Using Fidelity and Smoothness Criteria.-
Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range
Dependence.- Some Limit Theorems on Stationary Processes with Long Range
Dependence.- Estimation of the Number of Spectral Lines.- Self-Normalized and
Randomly Centered Spectral Estimates.- Asymptotics of M-Estimators in
Non-Linear Regression with Long-Range Dependent Errors.- Order Selection,
Stochastic Complexity and Kullback-Leibler Information.- Efficiency Gains
from Quasi-Differencing under Nonstationarity.- Estimation of Frequencies.-
Statistical Problems in the Analysis of Underwater Sound.- Bandwidth
Selection for Nonparametric Regression with Long-Range Dependent Errors.- The
Likelihood of an Autoregressive Scheme.- Testing for Serial Independence
Using Measures of Distance between Densities.- Regression inLong-Memory Time
Series.- A Frequency Domain Approach for Estimating Parameters in Point
Process Models.- Higher Order Asymptotic Theory for Tests and Studentized
Statistics in Time Series.- Semi-Parametric Graphical Estimation Techniques
for Long-Memory Data.