Models for Dependent Time Series

By:

Wilson, Granville Tunnicliffe

Contributor(s):

Material type: Text

TextSeries: Monographs on Statistics and Applied Probability (Series); 142Publication details: CRC Press 2016 Boca RatonDescription: 323pISBN:

9781584886501

Subject(s):

Autoregression (Statistics) - Mathematical Statistics

DDC classification:

519.5 TUN

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	519.5 TUN (Browse shelf(Opens below))	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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