Tunnicliffe-Wilson, Granville
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자료유형 | E-BOOK |
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서명/저자사항 | Models for dependent time series [electronic resource]/ Granville Tunnicliffe-Wilson, Marco Reale, John Haywood. |
개인저자 | Tunnicliffe-Wilson, Granville,author, Reale, Marco,author, Haywood, John,author, |
발행사항 | Boca Raton: CRC Press LLC, [2015]. |
형태사항 | 1 online resource (xv, 302 pages): illustrations. |
총서사항 | Monographs on statistics and applied probability (Series);142 |
기타형태 저록 | Print version: Tunnicliffe-Wilson, Granville. Models for dependent time series. Boca Raton, FL : CRC Press, Taylor & Francis Group, [2016] 9781584886501 |
ISBN | 9781420011500 1420011502 |
서지주기 | Includes bibliographical references. |
내용주기 | 1. Introduction and overview -- 2. Lagged regression and autoregressive models -- 3. Spectral analysis of dependent series -- 4. Estimation of vector autoregressions -- 5. Graphical modeling of structural VARs -- 6. VZAR : an extension of the VAR model -- 7. Continuous time VZAR models -- 8. Irregularly sampled series -- 9. Linking graphical, spectral and VZAR methods. |
요약 | 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. |
일반주제명 | Time-series analysis. Autoregression (Statistics) Mathematical statistics. MATHEMATICS --Applied. MATHEMATICS --Probability & Statistics --General. Autoregression (Statistics) Mathematical statistics. Time-series analysis. |
언어 | 영어 |
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