Models 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 Zealand |
Autore | Tunnicliffe-Wilson Granville |
Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2015 |
Descrizione fisica | 1 online resource (320 p.) |
Disciplina |
519.5/5
519.55 |
Collana | Monographs on Statistics and Applied Probability |
Soggetto topico |
Time-series analysis
Autoregression (Statistics) Mathematical statistics |
ISBN |
0-429-14440-7
1-4200-1150-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""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"" |
Record Nr. | UNINA-9910797359503321 |
Tunnicliffe-Wilson Granville | ||
Boca Raton : , : CRC Press, , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Models 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 Zealand |
Autore | Tunnicliffe-Wilson Granville |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Boca Raton : , : CRC Press, , 2015 |
Descrizione fisica | 1 online resource (320 p.) |
Disciplina |
519.5/5
519.55 |
Collana | Monographs on Statistics and Applied Probability |
Soggetto topico |
Time-series analysis
Autoregression (Statistics) Mathematical statistics |
ISBN |
0-429-14440-7
1-4200-1150-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""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"" |
Record Nr. | UNINA-9910817440003321 |
Tunnicliffe-Wilson Granville | ||
Boca Raton : , : CRC Press, , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|