| 000 | 01909cam a2200409Ii 4500 | ||
|---|---|---|---|
| 001 | ocn913955525 | ||
| 003 | OCoLC | ||
| 005 | 20240726104729.0 | ||
| 008 | 150717s2015 flua ob 000 0 eng d | ||
| 040 |
_aNT _beng _erda _epn _cNT _dNT _dIDEBK _dCUS _dCDX _dCOO _dOCLCF _dCRCPR |
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| 020 |
_a9781420011500 _q((electronic)l(electronic)ctronic) |
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| 020 | _a9781584886501 | ||
| 050 | 0 | 4 |
_aQA280 _b.M634 2015 |
| 049 | _aMAIN | ||
| 100 | 1 |
_aTunnicliffe-Wilson, Granville, _e1 |
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| 245 | 1 | 0 | _aModels for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood. |
| 260 |
_aBoca Raton : _bCRC Press LLC, _c(c)2015. |
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| 300 |
_a1 online resource : _billustrations |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 347 |
_adata file _2rda |
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| 490 | 1 |
_aMonographs on statistics and applied probability (Series) ; _v142 |
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| 504 | _a1 | ||
| 505 | 0 | 0 |
_a1. Introduction and overview -- _t2. Lagged regression and autoregressive models -- _t3. Spectral analysis of dependent series -- _t4. Estimation of vector autoregressions -- _t5. Graphical modeling of structural VARs -- _t6. VZAR : an extension of the VAR model -- _t7. Continuous time VZAR models -- _t8. Irregularly sampled series -- _t9. Linking graphical, spectral and VZAR methods. |
| 530 |
_a2 _ub |
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| 650 | 0 | _aTime-series analysis. | |
| 650 | 0 | _aAutoregression (Statistics) | |
| 650 | 0 | _aMathematical statistics. | |
| 655 | 1 | _aElectronic Books. | |
| 700 | 1 |
_aReale, Marco, _e1 |
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| 700 | 1 |
_aHaywood, John, _e1 |
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| 856 | 4 | 0 |
_zClick to access digital title | log in using your CIU ID number and my.ciu.edu password. _uhttpss://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=1028901&site=eds-live&custid=s3260518 |
| 942 |
_cOB _D _eEB _hQA _m2015 _QOL _R _x _8NFIC _2LOC |
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| 994 |
_a92 _bNT |
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| 999 |
_c76355 _d76355 |
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| 902 |
_a1 _bCynthia Snell _c1 _dCynthia Snell |
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