Models for Dependent Time Series by Granville Tunnicliffe-Wilson, Marco Reale and John Haywood
By: Wilson, Granville Tunnicliffe
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Contributor(s): Reale, Marco | Haywood, John.
Material type: 
BookSeries: Monographs on Statistics and Applied Probability (Series); 142. Publisher: Boca Raton CRC Press 2016Description: 323p.ISBN: 9781584886501.Subject(s): Autoregression (Statistics) - Mathematical StatisticsDDC classification: 519.5
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
Book
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Institute of Management | General | 519.5 TUN (Browse shelf) | Available | M0031783 |
Total holds: 0
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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