Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed can be applied to other types of discrete-valued time series, such as binary-valued or categorical time series. Explore a Balanced Treatment of Frequentist and Bayesian Perspectives Accessible to graduate-level students who have taken an elementary class in statistical time series analysis, the book begins with the history and current methods for modeling and analyzing univariate count series. It next discusses diagnostics and applications before proceeding to binary and categorical time series. The book then provides a guide to modern methods for discrete-valued spatio-temporal data, illustrating how far modern applications have evolved from their roots. The book ends with a focus on multivariate and long-memory count series. Get Guidance from Masters in the Field Written by a cohesive group of distinguished contributors, this handbook provides a unified account of the diverse techniques available for observation- and parameter-driven models. It covers likelihood and approximate likelihood methods, estimating equations, simulation methods, and a Bayesian approach for model fitting.

Model a Wide Range of Count Time Series Handbook of Discrete-Valued Time Series presents state-of-the-art methods for modeling time series of counts and incorporates frequentist and Bayesian approaches for discrete-valued spatio-temporal data and multivariate data. While the book focuses on time series of counts, some of the techniques discussed can be applied to other types of discrete-valued time series, such as binary-valued or categorical time series. Explore a Balanced Treatment of Frequentist and Bayesian Perspectives Accessible to graduate-level students who have taken an elementary class in statistical time series analysis, the book begins with the history and current methods for modeling and analyzing univariate count series. It next discusses diagnostics and applications before proceeding to binary and categorical time series. The book then provides a guide to modern methods for discrete-valued spatio-temporal data, illustrating how far modern applications have evolved from their roots. The book ends with a focus on multivariate and long-memory count series. Get Guidance from Masters in the Field Written by a cohesive group of distinguished contributors, this handbook provides a unified account of the diverse techniques available for observation- and parameter-driven models. It covers likelihood and approximate likelihood methods, estimating equations, simulation methods, and a Bayesian approach for model fitting.

The political doctrine of Karl Marx is to be found in a broad range of both published and unpublished writings. This volume, the first of two which together span his entire output, presents his early texts of 1843-7, which predate the Communist Manifesto. excerpts from the Critique of Hegel's Philosophy of Right and from the Paris Notebooks, Points on the State and Bourgeois Society and other writings are newly translated and arranged in a sequence that illuminates the development of Marx's thought, while the introduction discusses the intellectual context of the theories he constructed. A chronology of Marx's life and career and an annotated bibliography complete a volume which will be an invaluable guide to the formation of one of the most influential doctrines in the history of political thought.

During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Among his many contributions, Rosenblatt conducted seminal work on density estimation, central limit theorems under strong mixing conditions, spectral domain methodology, long memory processes and Markov processes. He has published over 130 papers and 5 books, many as relevant today as when they first appeared decades ago. Murray Rosenblatt was one of the founding members of the Department of Mathematics at the University of California at San Diego (UCSD) and served as advisor to over twenty PhD students. He maintains a close association with UCSD in his role as Professor Emeritus. This volume is a celebration of Murray Rosenblatt's stellar research career that spans over six decades, and includes some of his most interesting and influential papers. Several leading experts provide commentary and reflections on various directions of Murray's research portfolio.

This is an introduction to time series that emphasizes methods and analysis of data sets. The logic and tools of model-building for stationary and non-stationary time series are developed and numerous exercises, many of which make use of the included computer package, provide the reader with ample opportunity to develop skills. Statisticians and students will learn the latest methods in time series and forecasting, along with modern computational models and algorithms.

During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Among his many contributions, Rosenblatt conducted seminal work on density estimation, central limit theorems under strong mixing conditions, spectral domain methodology, long memory processes and Markov processes. He has published over 130 papers and 5 books, many as relevant today as when they first appeared decades ago. Murray Rosenblatt was one of the founding members of the Department of Mathematics at the University of California at San Diego (UCSD) and served as advisor to over twenty PhD students. He maintains a close association with UCSD in his role as Professor Emeritus.

This volume is a celebration of Murray Rosenblatt's stellar research career that spans over six decades, and includes some of his most interesting and influential papers. Several leading experts provide commentary and reflections on various directions of Murray's research portfolio."

This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately there is not enough space to acknowledge all who have contributed in this way; however, special mention must be made of our prize-winning fault-finders, Sid Resnick and F. Pukelsheim. Special mention should also be made of Anthony Brockwell, whose advice and support on computing matters was invaluable in the preparation of the new diskettes. We have been fortunate to work on the new edition in the excellent environments provided by the University of Melbourne and Colorado State University. We thank Duane Boes particularly for his support and encouragement throughout, and the Australian Research Council and National Science Foundation for their support of research related to the new material. We are also indebted to Springer-Verlag for their constant support and assistance in preparing the second edition. Fort Collins, Colorado P. J. BROCKWELL November, 1990 R. A. DAVIS * /TSM: An Interactive Time Series Modelling Package for the PC by P. J. Brockwell and R. A. Davis. ISBN: 0-387-97482-2; 1991.

Time Series: Theory and Methods is a systematic account of linear time series models and their application to the modelling and prediction of data collected sequentially in time. The aim is to provide specific techniques for handling data and at the same time to provide a thorough understanding of the mathematical basis for techniques. Both time and frequency domain methods are discussed, but the book is written in such a way that either approach could be emphasized. The book intended to be a text for graduate students in statistics, mathematics, engineering, and the natural or social sciences. It contains substantial chapters on multivariate series and state-space models (including applications of the Kalman recursions to missing-value problems) and shorter accounts of special topics including long-range dependence, infinite variance processes and non-linear models. Most of the programs used in the book are available on diskettes for the IBM-PC. These diskettes, with the accompanying manual, ITSM: The Interactive Time Series Modelling Package for the PC, also by Brockwell and Davis, can be purchased from Springer-Verlag.

The analysis of time series data is an important aspect of data analysis across a wide range of disciplines, including statistics, mathematics, business, engineering, and the natural and social sciences. This package provides both an introduction to time series analysis and an easy-to-use version of a well-known time series computing package called Interactive Time Series Modelling. The programs in the package are intended as a supplement to the text Time Series: Theory and Methods, 2nd edition, also by Peter J. Brockwell and Richard A. Davis. Many researchers and professionals will appreciate this straightforward approach enabling them to run desk-top analyses of their time series data. Amongst the many facilities available are tools for: ARIMA modelling, smoothing, spectral estimation, multivariate autoregressive modelling, transfer-function modelling, forecasting, and long-memory modelling. This version is designed to run under Microsoft Windows 3.1 or later. It comes with two diskettes: one suitable for less powerful machines (IBM PC 286 or later with 540K available RAM and 1.1 MB of hard disk space) and one for more powerful machines (IBM PC 386 or later with 8MB of RAM and 2.6 MB of hard disk space available).

Designed for the analysis of linear time series and the practical modelling and prediction of data collected sequentially in time. It provides the reader with a practical understanding of the six programs contained in the ITSM software (PEST, SPEC, SMOOTH, TRANS, ARVEC, and ARAR). This IBM compatible software is included in the back of the book on two 5 1/4'' diskettes and on one 3 1/2 '' diskette. - Easy to use menu system - Accessible to those with little or no previous compu- tational experience - Valuable to students in statistics, mathematics, busi- ness, engineering, and the natural and social sciences. This package is intended as a supplement to the text by the same authors, "Time Series: Theory and Methods." It can also be used in conjunction with most undergraduate and graduate texts on time series analysis.

The serial publication of The Clockmaker in 1835-6 launched Canadian judge Thomas Chandler Haliburton to literary fame. A broad satire with a garrulous, deceitful American clock-seller as its central character, the book was embraced by reviewers and readers internationally. Some Canadian reviewers were less enthusiastic, however, with one calling Slick's comically fanciful American slang ""low, mean, miserable, and witless."" Almost two centuries later The Clockmaker is still central to Canadian literary history-and still highly controversial, particularly for its treatment of women and black Canadians. Richard Davies, a world expert on Haliburton, provides a nuanced and illuminating discussion of the controversies surrounding The Clockmaker from 1835 to the present and of the complex historical and political factors that led to its composition and reception. Historical documents include other writings and speeches by Haliburton, earlier satires of Canadian and American culture and contemporary reviews.

In Resisting Occupation, international scholars discuss the radical denial of human flourishing caused by the occupation of mind, body, spirit, and land. They explore how religious perspectives can be, and often are, constructed by occupiers to justify their actions, perpetuate exploitation, and domesticate indigenous landholders. In the name of Christianization and civilization, which has proven to be a global phenomenon beyond time and space, a consistent domestication process is established. The colonized are taught to want, to yearn for, and to embrace their occupation, seeing themselves through the eyes of their colonizers. Writing from different spots around the globe, the scholars of this book demonstrate how occupation, a synonym for empire, is manifested within their social context and reveal unity in their struggle for liberation. Recognizing that where there is oppression, there is resistance, the contributors turn to religion. While questioning the logic, rationale, theology, and epistemology of the empire's religion, they nonetheless seek the liberative response of resistance - at times using the very religion of the occupiers.

The Handbook of Financial Time Series, edited by Andersen, Davis, Kreiss and Mikosch, is an impressive collection of survey articles by many of the leading contributors to the ?eld. These articles are mostly very clearly wr- ten and present a sweep of the literature in a coherent pedagogical manner. The level of most of the contributions is mathematically sophisticated, and I imagine many of these chapters will ?nd their way onto graduate reading lists in courses in ?nancial economics and ?nancial econometrics. In reading through these papers, I found many new insights and presentations even in areas that I know well. The book is divided into ?ve broad sections: GARCH-Modeling, Stoch- tic Volatility Modeling, Continuous Time Processes, Cointegration and Unit Roots, and Special Topics. These correspond generally to classes of stoch- tic processes that are applied in various ?nance contexts. However, there are otherthemesthatcutacrosstheseclasses.Thereareseveralpapersthatca- fully articulate the probabilistic structure of these classes, while others are morefocusedonestimation.Stillothersderivepropertiesofextremesforeach class of processes, and evaluate persistence and the extent of long memory. Papers in many cases examine the stability of the process with tools to check for breaks and jumps. Finally there are applications to options, term str- ture, credit derivatives, risk management, microstructure models and other forecasting settings.

In the late 1800s W.E.B. Dubois asked what it really means to be black in America. He raised the spectre of divided loyalties and the blurring of individuality that he called "Double Consciousness". This volume offers an insight into this "dilemma of identity" by asking the seemingly rhetorical question, what does O.J. Simpson have in common with the participants in the Million Man March, the jury that set him free, the people who inexplicably cheered his acquittal, the prosecuting attorney, the black Muslim Louis Farrakhan, or with his own children? Each case involves cross-cutting currents of age, sex, religion, race, ethnicity, class and ideology. But what they share among themselves, and with the rest of the nation, is the firm conviction that they are black. The author aims to reveal the importance of this imaginary bond, this ethnic ethic, this myth of black ethnicity. He explores its creation, its evolution and its role in linking together the many generations of blacks in America. Dr Davis also seeks to show: how this myth connects the slave huts of Alabama to O.J.'s Brentwood estate; how it connects him to his jury emancipators; how it connects Supreme Court Justice Clarence Thomas to discussions of affirmative action; and how it connects an ancient Juffure villager named Kunta Kinte to contemporary slum dwellers in Harlem. The book argues that it is not race that ties these diverse millions together, but a co-operatively developed paradigm shared by blacks and non-blacks alike as to what constitutes an authentic black existence. By de-bunking the myth, the author seeks to point the way to a fuller recognition of the individual differences that blacks have always had but that are becoming more apparent as the opportunity to express them becomes more prevalent.

In the late 1800s W.E.B. Dubois asked what it really means to be black in America. He raised the spectre of divided loyalties and the blurring of individuality that he called "Double Consciousness". This volume offers an insight into this "dilemma of identity" by asking the seemingly rhetorical question, what does O.J. Simpson have in common with the participants in the Million Man March, the jury that set him free, the people who inexplicably cheered his acquittal, the prosecuting attorney, the black Muslim Louis Farrakhan, or with his own children? Each case involves cross-cutting currents of age, sex, religion, race, ethnicity, class and ideology. But what they share among themselves, and with the rest of the nation, is the firm conviction that they are black. The author aims to reveal the importance of this imaginary bond, this ethnic ethic, this myth of black ethnicity. He explores its creation, its evolution and its role in linking together the many generations of blacks in America. Dr Davis also seeks to show: how this myth connects the slave huts of Alabama to O.J.'s Brentwood estate; how it connects him to his jury emancipators; how it connects Supreme Court Justice Clarence Thomas to discussions of affirmative action; and how it connects an ancient Juffure villager named Kunta Kinte to contemporary slum dwellers in Harlem. The book argues that it is not race that ties these diverse millions together, but a co-operatively developed paradigm shared by blacks and non-blacks alike as to what constitutes an authentic black existence. By de-bunking the myth, the author seeks to point the way to a fuller recognition of the individual differences that blacks have always had but that are becoming more apparent as the opportunity to express them becomes more prevalent.

The Life and Opinions of Tristram Shandy, Gentleman (or Tristram Shandy) is a novel by Laurence Sterne. It was published in nine volumes, the first two appearing in 1759, and seven others following over the next seven years (vols. 3 and 4, 1761; vols. 5 and 6, 1762; vols. 7 and 8, 1765; vol. 9, 1767). It purports to be a biography of the eponymous character. Its style is marked by digression, double entendre, and graphic devices. As its title suggests, the book is ostensibly Tristram's narration of his life story. But it is one of the central jokes of the novel that he cannot explain anything simply, that he must make explanatory diversions to add context and colour to his tale, to the extent that Tristram's own birth is not even reached until Volume III.