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
| 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 | ||
| 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
| 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 |
9781040208427
1040208428 9780429144400 0429144407 9781420011500 1420011502 |
| 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-9910973528603321 |
Tunnicliffe-Wilson Granville
|
||
| Boca Raton : , : CRC Press, , 2015 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||