Abstract
In this final chapter we touch on a variety of topics of special interest. In Section 13.1 we consider transfer function models, designed to exploit, for predictive purposes, the relationship between two time series when one leads the other. Section 13.2 deals with long-memory models, characterized by very slow convergence to zero of the autocorrelations ρ(h) as h → ∞oo. Such models are suggested by numerous observed series in hydrology and economics. In Section 13.3 we examine linear time-series models with infinite variance and in Section 13.4 we briefly consider non-linear models and their applications.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1991 Springer Science+Business Media New York
About this chapter
Cite this chapter
Brockwell, P.J., Davis, R.A. (1991). Further Topics. In: Time Series: Theory and Methods. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-0320-4_13
Download citation
DOI: https://doi.org/10.1007/978-1-4419-0320-4_13
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-0319-8
Online ISBN: 978-1-4419-0320-4
eBook Packages: Springer Book Archive