T. Mills
Palgrave Macmillan UK
e druk, 2013
9781349350278
A Very British Affair
Six Britons and the Development of Time Series Analysis During the 20th Century
Specificaties
Paperback, blz.
|
Engels
Palgrave Macmillan UK |
2013
ISBN13: 9781349350278
Rubricering
Onderdeel van serie
Palgrave Advanced Texts in Econometrics
Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.
Specificaties
ISBN13:9781349350278
Taal:Engels
Bindwijze:paperback
Uitgever:Palgrave Macmillan UK
Inhoudsopgave
Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair?