02052nas 2200409 n 450 99000904116040332120240229084335.00129-055X000904116FED01000904116(Aleph)000904116FED01000904116CNRP 0015115220161109a19899999km-y0itaa50------baengSGauu--------Reviews in mathematical physics1989-SingaporeWorld Scientific2001Reviews in mathematical physics (Online)Reviews in mathematical physics530530.15ITACNP20090723http://acnp.cib.unibo.it/cgi-ser/start/it/cnr/dc-p1.tcl?catno=81411&person=false&language=ITALIANO&libr=&libr_th=unina1Biblioteche che possiedono il periodicoSE990009041160403321Biblioteca "Carlo Miranda" del Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" Università Federico II1989-1995;1989;1990;PER. ESTINTO 191MA1Biblioteca "Roberto Stroffolini" - Dipartimento di Scienze Fisiche dell'Università Federico II1989-2007;1989;1993;2007;FI1MA1FI1Reviews in mathematical physics788268UNINA866-01NA014 Biblioteca "Carlo Miranda" del Dipartimento di Matematica e Applicazioni "Renato Caccioppoli" Università Federico IIPER. ESTINTO 191v. Cintia-Monte Sant'Angelo, 80126 Napoli (NA)081-675749/675738/675848081-675746 opp.7662106it866-02NA079 Biblioteca "Roberto Stroffolini" - Dipartimento di Scienze Fisiche dell'Università Federico IIVia Cintia-Monte S. Angelo, 80126 Napoli (NA)081.676253;676756;676443081.676434itacnp.cib.unibo.itACNP Italian Union Catalogue of Serialshttp://acnp.cib.unibo.it/cgi-ser/start/it/cnr/df-p.tcl?catno=81411&language=ITALIANO&libr=&person=&B=1&libr_th=unina&proposto=NO03464oam 2200721I 450 991097352860332120240410045832.097810402084271040208428978042914440004291444079781420011500142001150210.1201/b18706 (CKB)3710000000446089(EBL)2122534(OCoLC)916953896(SSID)ssj0001515482(PQKBManifestationID)12536043(PQKBTitleCode)TC0001515482(PQKBWorkID)11481629(PQKB)10703183(MiAaPQ)EBC2122534(OCoLC)913955525(EXLCZ)99371000000044608920180420d2015 uy 0engur|n|---|||||txtccrModels for dependent time series /Granville Tunnicliffe-Wilson, Department of Mathematics and Statistics, Lancaster University, UK; Marco Reale, School of Mathematics and Statistics, University of Canterbury, New Zealand; John Haywood, School of Mathematics and Statistics, Victoria University of Wellington, New Zealand1st ed.Boca Raton :CRC Press,2015.1 online resource (320 p.)Monographs on Statistics and Applied Probability ;Volume 142A Chapman & Hall book.9780367570521 0367570521 9781584886501 1584886501 Includes bibliographical references.""Cover""; ""Contents""; ""Preface""; ""Chapter 1: Introduction and overview""; ""Chapter 2: Lagged regression and autoregressive models""; ""Chapter 3: Spectral analysis of dependent series""; ""Chapter 4: Estimation of vector autoregressions""; ""Chapter 5: Graphical modeling of structural VARs""; ""Chapter 6: VZAR: An extension of the VAR model""; ""Chapter 7: Continuous time VZAR models""; ""Chapter 8: Irregularly sampled series""; ""Chapter 9: Linking graphical, spectral and VZAR methods""; ""References""Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational materMonographs on statistics and applied probability (Series) ;Volume 142.Time-series analysisAutoregression (Statistics)Mathematical statisticsTime-series analysis.Autoregression (Statistics)Mathematical statistics.519.5/5519.55Tunnicliffe-Wilson Granville1222049Reale MarcoHaywood John(Mathematics professor),MiAaPQMiAaPQMiAaPQBOOK9910973528603321Models for dependent time series4327481UNINA