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Models for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood.

By: Contributor(s): Material type: TextTextSeries: Publication details: Boca Raton : CRC Press LLC, (c)2015.Description: 1 online resource : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781420011500
  • 9781584886501
Subject(s): Genre/Form: LOC classification:
  • QA280 .M634 2015
Online resources: Available additional physical forms:
Contents:
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.
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Holdings
Item type Current library Collection Call number URL Status Date due Barcode
Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD) Online Book (LOGIN USING YOUR MY CIU LOGIN AND PASSWORD) G. Allen Fleece Library ONLINE Non-fiction QA280 (Browse shelf(Opens below)) Link to resource Available ocn913955525

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.

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