Further Topics

  • Peter J. Brockwell
  • Richard A. Davis
Part of the Springer Series in Statistics book series (SSS)

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.

Keywords

Autocorrelation 

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Copyright information

© Springer Science+Business Media New York 1991

Authors and Affiliations

  • Peter J. Brockwell
    • 1
  • Richard A. Davis
    • 1
  1. 1.Department of StatisticsColorado State UniversityFort CollinsUSA

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