Diagnostic Checks in Time Series (Monographs on Statistics and Applied Probabili
Title: Diagnostic Checks in Time Series
(Monographs on Statistics and Applied Probability)
Author: Wai Keung Li
Publisher: Chapman & Hall/CRC
Publication Date: 2003-12-29
Number Of Pages: 216
1.7 Mb pdf
ISBN: 1584883375
Written by one of the world's foremost authorities in time series modeling, this book explores goodness of fit tests in time series analysis. Starting with linear models, the author proceeds to nonlinear modeling with extensions to long-memory and generalized linear models--all areas of interest and activity. The focus is firmly on practical matters, and the author presents a range of applications, particularly from the financial arena. Until now, published work in this area has been scattered t.
related link:
-
Generalized Linear Models Diagnostic Checks Author Proceeds Time Series Analysis Foremost Authorities Long Memory Financial Arena Mb Pdf Monographs Crc Chapman Probability Goodness Publication Date Amp Statistics Pdf Html Modeling Focus Presents
- More infomation may be in the description section, read description carefully!
- Click "Ebook Search" button to find mirrors if no download links or dead links in the description.