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Book Reviews

Book Review of Time Series and System Analysis with Applications by Sudhakar M. Pandit & Shien-Ming Wu

Pages 199-202 | Published online: 14 Aug 2013

  • AkaikeH. (1974). Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes. Annals of the Institute of Statistical Mathematics, 26, 363–387.
  • GelbA. (1974). Applied Optimal Estimation, MIT Press, Cambridge.
  • JonesR.H. (1980). Maximum likelihood fitting of ARMA models to time series with missing observations. Technometrics, 22, 389–395.
  • JonesR.H. (1981). Fitting continuous time autoregressions to discrete data. Applied Time Series Analysis II, (Ed: FindleyD.F.) Academic Press, 651–682.
  • ParzenE. (1984). Time Series Analysis of Irregularly Observed Data, Lecture Notes in Statistics, Vol. 25, Springer-Verlag.

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