Bookcover of Analysis of discrete-valued time series
Booktitle:

Analysis of discrete-valued time series

Some contributions to discrete-valued time series

LAP LAMBERT Academic Publishing (2012-11-05 )

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ISBN-13:

978-3-659-28270-6

ISBN-10:
3659282707
EAN:
9783659282706
Book language:
English
Blurb/Shorttext:
Discrete-valued time series are common in practice, yet methods for their analysis have been developed only recently. The fact that the variables take values on a finite or countably infinite set renders the traditional representations of dependence either impossible or impractical. Several models for stationary processes with discrete marginal distributions have been proposed. The first part of this book is concerned with the statistical inference (parameter estimation and order selection) of the INteger-valued AutoRegressive, INAR(p), process, both in the context of a single and of replicated time series. The second part of the book is focused on Walsh-Fourier spectral analysis (WFA), which is a procedure used to analyze time series when sharp discontinuities and changes of level occur in data. Considering that during the surgical intervention a patient attains different levels of neuromuscular blockade, the contribution of WFA to the design of an on-line adaptive control system for neuromuscular blockade is investigated. Thus, the book should be useful either to researchers or to users interested in count time series or spectral analysis using square waveforms.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Isabel Silva
Number of pages:
288
Published on:
2012-11-05
Stock:
Available
Category:
Theory of probability, stochastics, mathematical statistics
Price:
79.00 €
Keywords:
Statistical Inference, estimation methods, Count time series, Integer-valued autoregressive processes, Order selection, High-order statistics, Replicated count series, Walsh-Fourier spectral analysis, Neuromuscular blockade response, On-line controller autocalibration

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