TY  - BOOK
AU  - Tunnicliffe-Wilson,Granville
AU  - Reale,Marco
AU  - Haywood,John
TI  - Models for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood
T2  - Monographs on statistics and applied probability (Series)
SN  - 9781420011500
AV  - QA280 .M634 2015
PY  - 2015///
CY  - Boca Raton
PB  - CRC Press LLC
KW  - Time-series analysis
KW  - Autoregression (Statistics)
KW  - Mathematical statistics
KW  - Electronic Books
N1  - 1; 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; 2; b
UR  - httpss://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1028901&site=eds-live&custid=s3260518
ER  -