Alternative Approaches to Time Series Analysis : Proceedings of the 3rd Franco-Belgian Meeting of Statisticians

This volume contains a selection of papers presented at the third Franco-Belgian Meeting of Statisticians held in Rouen ( France) on November 25-26, 1982. They reflect the diversity of approaches presently developed in the Statistical analysis of Time Series. Some papers present the actual state of research on fundamental problems; others propose new approaches. The first two contribution are devoted to the analyses of time series and to prediction without strong assumptions on the distributions (qualitative harmonic analysis and non parametric Bayesian prediction). Then various papers are concerned with problems of model selection (Choice among linear models, among non-Linear models, non-parametric tests, autocorrelation function...). A third group of papers investigates the statistical properties of completely specified parametric models (asymptotic Bayesian analysis, properties of ARMA models, dynamic models with limited dependent variables). The last paper is devoted to a problem in economic analysis and relies on the theory of stochastic processes.

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Document type	Monographie (Book) – Actes de colloque
Publication date	1984
Language	Anglais
ISBN	2802800337
Collection	Travaux et Recherches - 1
Number of pages	217 pages
Publisher	Publications des Facultés Universitaires Saint-Louis (Bruxelles)
Affiliations	USL-B - Séminaire de mathématiques appliquées aux sciences humaines (SMASH) Université d'Aix - Marseille - GREQE UCL - EUEN/CORE - Center for operations research and econometrics Université de Rouen - Département de Mathématique USL-B - Networks Ontology Data Epistemology Subjectivity (NODES)
Links	http://hdl.handle.net/2078.1/124218[Handle]

Has part
	[boreal:123928]	Bayesian Prediction : Nonparametric Methods and Least Squares Approximations