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Models for dependent time series /
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 statisti...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boca Raton :
Taylor & Francis,
2015.
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| Colección: | Chapman & Hall/CRC Monographs on Statistics & Applied Probability.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 003 | OCoLC | ||
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| 019 | |a 916953896 |a 918590321 | ||
| 020 | |a 1420011502 |q (electronic bk.) | ||
| 020 | |a 9781420011500 |q (electronic bk.) | ||
| 020 | |z 9781584886501 |q (hardcover ; |q alk. paper) | ||
| 020 | |z 1584886501 |q (hardcover ; |q alk. paper) | ||
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| 082 | 0 | 4 | |a 519.5/5 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Tunnicliffe-Wilson, Granville. | |
| 245 | 1 | 0 | |a Models for dependent time series / |c Granville Tunnicliffe-Wilson, Marco Reale, John Haywood. |
| 264 | 1 | |a Boca Raton : |b Taylor & Francis, |c 2015. | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Chapman & Hall/CRC Monographs on Statistics & Applied Probability ; |v v. 139 | |
| 500 | |a "A CRC title." | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 520 | |a 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 mater. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Time-series analysis. | |
| 650 | 0 | |a Autoregression (Statistics) | |
| 650 | 0 | |a Mathematical statistics. | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 6 | |a Autorégression (Statistique) | |
| 650 | 7 | |a Autoregression (Statistics) |2 fast | |
| 650 | 7 | |a Mathematical statistics |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 650 | 7 | |a Abhängigkeit |2 gnd | |
| 650 | 7 | |a Autoregressives Modell |2 gnd | |
| 650 | 7 | |a Zeitreihenanalyse |2 gnd | |
| 700 | 1 | |a Reale, Marco. | |
| 700 | 1 | |a Haywood, John |c (Mathematics professor) |1 https://id.oclc.org/worldcat/entity/E39PCjwT7J88JWb8VYmgHbHCry | |
| 758 | |i has work: |a Models for dependent time series (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGph8dpy4tCPCYb4W433kP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Tunnicliffe-Wilson, Granville. |t Models for dependent time series. |z 9781584886501 |z 1584886501 |w (DLC) 2015014849 |
| 830 | 0 | |a Chapman & Hall/CRC Monographs on Statistics & Applied Probability. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=2122534 |z Texto completo |
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