LEADER 04204nam 22004695 450 001 9910154846503321 005 20230913135725.0 010 $a1-4939-6568-9 024 7 $a10.1007/978-1-4939-6568-7 035 $a(CKB)4340000000019495 035 $a(DE-He213)978-1-4939-6568-7 035 $a(MiAaPQ)EBC4759460 035 $a(PPN)197453686 035 $a(EXLCZ)994340000000019495 100 $a20161205d2016 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aAdvances in Time Series Methods and Applications $eThe A. Ian McLeod Festschrift /$fedited by Wai Keung Li, David A. Stanford, Hao Yu 205 $a1st ed. 2016. 210 1$aNew York, NY :$cSpringer New York :$cImprint: Springer,$d2016. 215 $a1 online resource (VIII, 293 p. 37 illus., 7 illus. in color.) 225 1 $aFields Institute Communications,$x2194-1564 ;$v78 311 $a1-4939-6567-0 320 $aIncludes bibliographical references. 327 $a1. Ian McLeod's Contribution to Time Series Analysis: a Tribute (W.K. Li) -- 2. The Doubly Adaptive LASSO for Vector Autoregressive Models (Z.Z. Liu, R. Kulperger, H. Yu) -- 3. On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators (P. Duchesne, Y. Hong) -- 4. Diagnostic checking for Weibull autoregressive conditional duration models (Y. Zheng, Y. Li, W.K. Li, G. Li) -- 5. Diagnostic checking for Partially Nonstationary Multivariate ARMA Models (M.T. Tai, Y.X. Yang, and S.Q. Ling) -- 6. The portmanteau tests and the LM test for ARMA models with uncorrelated errors (N. Katayama) -- 7. Generalized C(alpha) tests for estimating functions with serial dependence J.-M. Dufour, A. Tognon, P. Tuvaandorj) -- Regression Models for Ordinal Categorical Time Series Data (B.C. Sutradhar, R.P. Rao) -- 9. Identification of Threshold Autoregressive Moving Average Models (Q. Xia, H. Wong) -- 10. Improved Seasonal Mann-Kendall Tests for Trend Analysis in Water Resources Time Series (Y. Zhang, P. Cabilio and K. Nadeem) -- 11. A brief derivation of the asymptotic distribution of Pearson?s statistic and an accurate approximation to its exact distribution (S.B. Provost) -- 12. Business Resilience during Power Shortages: A Power Saving Rate Measured by Power Consumption Time Series in Industrial Sector before and after the Great East Japan Earthquake in 2011 (Y. Kajitani) -- Atmospheric CO2 and global temperatures: the strength and nature of their dependence (G. Tunnicliffe Wilson) -- Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-term Forecasting of Wind Speed (Y.R. Gel, V. Lyubchich, S.E. Ahmed). . 330 $aThis volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-the-art topics, this volume well balances applied and theoretical research across fourteen contributions by experts in the field. It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management. 410 0$aFields Institute Communications,$x2194-1564 ;$v78 606 $aStatistics 606 $aStatistics in Business, Management, Economics, Finance, Insurance 615 0$aStatistics. 615 14$aStatistics in Business, Management, Economics, Finance, Insurance. 676 $a330.015195 702 $aLi$b Wai Keung$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aStanford$b David A$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aYu$b Hao$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910154846503321 996 $aAdvances in time series methods and applications$91523125 997 $aUNINA