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Models for Dependent Time Series by Granville Tunnicliffe-Wilson, Marco Reale and John Haywood

By: Wilson, Granville Tunnicliffe Contributor(s): Reale, Marco | Haywood, John Material type: Text

TextSeries: Monographs on Statistics and Applied Probability (Series); 142Publication details: Boca Raton CRC Press 2016Description: 323pISBN: 9781584886501Subject(s): Autoregression (Statistics) - Mathematical StatisticsDDC classification: 519.5

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Item type	Current library	Collection	Call number	Status	Date due	Barcode	Item holds
Book	Institute of Management	General	519.5 TUN (Browse shelf(Opens below))	Available		M0031783

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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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