Times series analysis nonstationary and noninvertible distribution theory

Nonstationary and noninvertible time series are unconventional subareas of time series analysis that provide extremely accurate information on certain types of data. In recent years, researchers working in a variety of disciplines--especially in the economic and financial arenas--have developed nume...

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Bibliographic Details

Main Author:	Tanaka, Katsuto
Format:	Book
Language:	English
Published:	New York John Wiley & Sons 1996
Series:	Wiley series in probability and statistics.
Subjects:	Times-series analysis.
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