This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. " We are grateful to David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad Taqqu for organizing the program and we hope that the remarkable excitement and enthusiasm of the participants in this interdisciplinary effort are communicated to the reader. A vner Friedman Willard Miller, Jr. PREFACE Time Series Analysis is truly an interdisciplinary field because development of its theory and methods requires interaction between the diverse disciplines in which it is applied. To harness its great potential, strong interaction must be encouraged among the diverse community of statisticians and other scientists whose research involves the analysis of time series data. This was the goal of the IMA Workshop on "New Directions in Time Series Analysis. " The workshop was held July 2-July 27, 1990 and was organized by a committee consisting of Emanuel Parzen (chair), David Brillinger, Murray Rosenblatt, Murad S. Taqqu, John Geweke, and Peter Caines. Constant guidance and encouragement was provided by Avner Friedman, Director of the IMA, and his very helpful and efficient staff. The workshops were organized by weeks. It may be of interest to record the themes that were announced in the IMA newsletter describing the workshop: l.
Editors and Affiliations
Department of Statistics, University of California, Berkeley, USA
David Brillinger
Department of Electrical Engineering, McGill University, Montreal, Canada
Peter Caines
Department of Economics, University of Minnesota, Minneapolis, USA
John Geweke
Department of Statistics, Texas A&M University, College Station, USA
Emanuel Parzen
Mathematics Department, University of California, San Diego, La Jolla, USA
Murray Rosenblatt
Department of Mathematics, Boston University, Boston, USA
Murad S. Taqqu
Bibliographic Information
Book Title: New Directions in Time Series Analysis
Book Subtitle: Part II
Editors: David Brillinger, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, Murad S. Taqqu
