New Directions in Time Series Analysis

Part II

  • David Brillinger
  • Peter Caines
  • John Geweke
  • Emanuel Parzen
  • Murray Rosenblatt
  • Murad S. Taqqu
Conference proceedings

Part of the The IMA Volumes in Mathematics and its Applications book series (IMA, volume 46)

Table of contents

  1. Front Matter
    Pages i-xviii
  2. M. Deistler, W. Scherrer
    Pages 21-42
  3. László Gerencsér, Jorma Rissanen
    Pages 93-112
  4. Will Gersch
    Pages 113-146
  5. L. Giraitis, S. A. Molchanov, D. Surgailis
    Pages 153-176
  6. Andrea Gombani, Claudia Polini
    Pages 177-193
  7. L. Guo, H. F. Chen, J. F. Zhang
    Pages 211-223
  8. Tze Leung Lai
    Pages 263-288
  9. Gennady Samorodnitsky, Murad S. Taqqu
    Pages 325-340
  10. Edward C. Waymire
    Pages 363-373

About these proceedings


This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.


ACE Smooth function Volume boundary element method constant convergence development dynamical systems field filtering interaction mathematics themes time time series

Editors and affiliations

  • David Brillinger
    • 1
  • Peter Caines
    • 2
  • John Geweke
    • 3
  • Emanuel Parzen
    • 4
  • Murray Rosenblatt
    • 5
  • Murad S. Taqqu
    • 6
  1. 1.Department of StatisticsUniversity of CaliforniaBerkeleyUSA
  2. 2.Department of Electrical EngineeringMcGill UniversityMontrealCanada
  3. 3.Department of EconomicsUniversity of MinnesotaMinneapolisUSA
  4. 4.Department of StatisticsTexas A&M UniversityCollege StationUSA
  5. 5.Mathematics DepartmentUniversity of California, San DiegoLa JollaUSA
  6. 6.Department of MathematicsBoston UniversityBostonUSA

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag New York 1993
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4613-9298-9
  • Online ISBN 978-1-4613-9296-5
  • Series Print ISSN 0940-6573
  • Buy this book on publisher's site