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428 References Tong, H. (1990), Non-linear Time Series: A Dynamical Systems Approach, Oxford University Press, Oxford. Venables, W.N. and Ripley, B.D. (1994), Modern Applied Statistics with S-Plus, <strong>Springer</strong>-Verlag, New York. West, M. and Harrison, P.J. (1989), Bayesian Forecasting and Dynamic Models, <strong>Springer</strong>-Verlag, New York. Whittle, P. (1963), On the fitting of multivariate autoregressions and the approximate canonical factorization of a spectral density matrix, Biometrika, 40, 129–134. Wichern, D. and Jones, R.H. (1978), Assessing the impact of market disturbances using intervention analysis, Management Science, 24, 320–337. Wu, C.F.J. (1983), On the convergence of the EM algorithm, Ann. Stat., 11, 95–103. Zeger, S.L. (1988), A regression model for time series of counts, Biometrika, 75, 621–629.
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Introduction to Time Series and For
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Peter J. Brockwell Richard A. Davis
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viii Preface Since the upgrade to I
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x Contents 2.6. The Wold Decomposit
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xiv Contents D.6. Model Properties
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