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

By: Wilson, Granville TunnicliffeContributor(s): Reale, Marco | Haywood, JohnMaterial type: TextTextSeries: 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 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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