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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 |
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| 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 |
Tabla de Contenidos:
- 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.