Models for Dependent Time Series

Wilson, Granville Tunnicliffe

Models for Dependent Time Series by Granville Tunnicliffe-Wilson, Marco Reale and John Haywood - Boca Raton CRC Press 2016 - 323p - Monographs on Statistics and Applied Probability (Series); 142 .

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.

9781584886501


Autoregression (Statistics) - Mathematical Statistics.

519.5 / TUN
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