Overview
- Discusses a diverse range of state-of-the-art topics in time series analysis
- Contains contributions from a number of researchers renowned for their time series work
- Covers applications, methodologies, and theory
- Accessible to researchers, practitioners, and graduate students
- Includes supplementary material: sn.pub/extras
Part of the book series: Fields Institute Communications (FIC, volume 78)
Access this book
Tax calculation will be finalised at checkout
Other ways to access
Table of contents (14 chapters)
Keywords
- spectral coherency
- structural VAR
- graphical modeling
- cumulative logits
- marginal multinomial logits
- pseudo binary likelihood
- multnomial dynamic logits
- nonlinear model
- Lagrange multiplier test
- Pearson's statistic
- asymptotic distribution
- shifted gamma distribution
- adaptive LASSO
- oracle property
- vector auroregressive processes
- Weibull distribution
- autoregressive conditional duration model
- Box-Jenkins approach
- intervention analysis
- asymptotic distributions
About this book
Editors and Affiliations
Bibliographic Information
Book Title: Advances in Time Series Methods and Applications
Book Subtitle: The A. Ian McLeod Festschrift
Editors: Wai Keung Li, David A. Stanford, Hao Yu
Series Title: Fields Institute Communications
DOI: https://doi.org/10.1007/978-1-4939-6568-7
Publisher: Springer New York, NY
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Science+Business Media New York 2016
Hardcover ISBN: 978-1-4939-6567-0Published: 05 December 2016
Softcover ISBN: 978-1-4939-8238-7Published: 28 June 2018
eBook ISBN: 978-1-4939-6568-7Published: 02 December 2016
Series ISSN: 1069-5265
Series E-ISSN: 2194-1564
Edition Number: 1
Number of Pages: VIII, 293
Number of Illustrations: 30 b/w illustrations, 7 illustrations in colour
Topics: Statistics for Business, Management, Economics, Finance, Insurance