Tunnicliffe-Wilson, Granville, <br/><br/>
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 .
<br/><br/>Includes bibliographical references. 
<br/><br/>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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<br/><br/><label>ISBN: </label>9781420011500 9781584886501 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Time-series analysis.<br/>Autoregression (Statistics)<br/>Mathematical statistics.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic Books.
<br/><br/><label>LC Class. No.: </label>QA280  / .M634 2015