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Models for dependent time series
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| 자료유형 | 단행본 |
|---|---|
| 서명/저자사항 | Models for dependent time series/ Granville Tunnicliffe-Wilson, Marco Reale, John Haywood. |
| 개인저자 | Tunnicliffe-Wilson, Granville,author. Reale, Marco,author, Haywood, John,author, |
| 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. |
| 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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