Models for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood.
Tunnicliffe-Wilson, Granville,
Models for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood. - Boca Raton : CRC Press LLC, (c)2015. - 1 online resource : illustrations - Monographs on statistics and applied probability (Series) ; 142 .
Includes bibliographical references.
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.
9781420011500 9781584886501
Time-series analysis.
Autoregression (Statistics)
Mathematical statistics.
Electronic Books.
QA280 / .M634 2015
Models for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood. - Boca Raton : CRC Press LLC, (c)2015. - 1 online resource : illustrations - Monographs on statistics and applied probability (Series) ; 142 .
Includes bibliographical references.
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.
9781420011500 9781584886501
Time-series analysis.
Autoregression (Statistics)
Mathematical statistics.
Electronic Books.
QA280 / .M634 2015