introduction to time series modeling - 2010

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1、IntroductiontoTimeSeriesModelingC9217_FM.indd13/5/102:21:29PMMONOGRAPHSONSTATISTICSANDAPPLIEDPROBABILITYGeneralEditorsF.Bunea,V.Isham,N.Keiding,T.Louis,R.L.Smith,andH.Tong1StochasticPopulationModelsinEcologyandEpidemiologyM.S.Barlett(1960)2QueuesD.R.CoxandW.L.Smith(1961)3Mon

2、teCarloMethodsJ.M.HammersleyandD.C.Handscomb(1964)4TheStatisticalAnalysisofSeriesofEventsD.R.CoxandP.A.W.Lewis(1966)5PopulationGeneticsW.J.Ewens(1969)6Probability,StatisticsandTimeM.S.Barlett(1975)7StatisticalInferenceS.D.Silvey(1975)8TheAnalysisofContingencyTablesB.S.Everit

3、t(1977)9MultivariateAnalysisinBehaviouralResearchA.E.Maxwell(1977)10StochasticAbundanceModelsS.Engen(1978)11SomeBasicTheoryforStatisticalInferenceE.J.G.Pitman(1979)12PointProcessesD.R.CoxandV.Isham(1980)13IdentificationofOutliersD.M.Hawkins(1980)14OptimalDesignS.D.Silvey(198

4、0)15FiniteMixtureDistributionsB.S.EverittandD.J.Hand(1981)16ClassificationA.D.Gordon(1981)17Distribution-FreeStatisticalMethods,2ndeditionJ.S.Maritz(1995)18ResidualsandInfluenceinRegressionR.D.CookandS.Weisberg(1982)19ApplicationsofQueueingTheory,2ndeditionG.F.Newell(1982)20

5、RiskTheory,3rdeditionR.E.Beard,T.PentikäinenandE.Pesonen(1984)21AnalysisofSurvivalDataD.R.CoxandD.Oakes(1984)22AnIntroductiontoLatentVariableModelsB.S.Everitt(1984)23BanditProblemsD.A.BerryandB.Fristedt(1985)24StochasticModellingandControlM.H.A.DavisandR.Vinter(1985)25TheSta

6、tisticalAnalysisofCompositionDataJ.Aitchison(1986)26DensityEstimationforStatisticsandDataAnalysisB.W.Silverman(1986)27RegressionAnalysiswithApplicationsG.B.Wetherill(1986)28SequentialMethodsinStatistics,3rdeditionG.B.WetherillandK.D.Glazebrook(1986)29TensorMethodsinStatistic

7、sP.McCullagh(1987)30TransformationandWeightinginRegressionR.J.CarrollandD.Ruppert(1988)31AsymptoticTechniquesforUseinStatisticsO.E.Bandorff-NielsenandD.R.Cox(1989)32AnalysisofBinaryData,2ndeditionD.R.CoxandE.J.Snell(1989)33AnalysisofInfectiousDiseaseDataN.G.Becker(1989)34Des

8、ignandAnalysisofCross-OverTrialsB.JonesandM.G.Kenward(1989)35EmpiricalBayes