REFERENCES

銀慶剛 (Ching-Kang Ing)

1. Fuller, W. A. (1996) Introduction to Statistical Time Series (2nd ed.), John Wiley.   

2. Wei, W. W. S. (1990) Time Series Analysis, Addison Wesley.

3. Brockwell, P. J. and Davis, R. A. (1987) Time Series: Theory and Methods, Springer-Verlag.

蔡恆修 (Henghsiu Tsai)

4. Brockwell, P. J. and Davis, R. A. (2002). Introduction to Time Series and Forecasting. New York: Springer.

5. Brockwell, P. J. and Davis, R. A. (1991). Time series : Theory and Methods. New York: Springer-Verlag.

6. Priestley, M. B. (1981). Spectral analysis and Time series. London ; New York : Academic Press.
Tsai, Henghsiu; Chan, K. S. (2000). A note on the covariance structure of a continuous-time ARMA process. Statist. Sinica 10 (2000), no. 3, 989--998.

John Aston

7. Percival and Walden. Wavelet Methods for Time Series Analysis. Cambridge

8. Mallat. A wavelet tour of signal processing. Academic Press.

9. Ruttimann, U. E. et al. Statistical analysis of functional MRI data in the wavelet domain. (1998) IEEE Transactions on Medical Imaging 17:142-154.

10. Turkheimer, F. E. et al. A linear wavelet filter for parametric imaging with dynamic PET. (2003) IEEE Transactions on Medical Imaging. 22:289-301.

黃 信 誠 (Hsin-Cheng Huang)

11. Cressie, N. (1993). Statistics for Spatial Data, revised edition, Wiley, New York.

12. Smith, R. L. (2001). Environmental Statistics, Manuscript, posted at www.stat.unc.edu/postscript/rs/envstat/env.html.

13. Stein, M. (1999). Interpolation of Spatial Data: Some Theory of Kriging, Springer, New York.

何 淮 中 (Hwai-Chung Ho)

14. Taylor, S. J. (1986). Modeling Financial Time Series. Wiley.

15. Kunsch, H. (1986). Statistical aspects of self-similar processes. Invited paper, Proc. First World Congress of the Bernoulli Society, Tashkent. Vol. 1, Yu, Prohorov and V. V. Sazonov (eds.), VNU Science Press, Utrecht, pp. 67-74.