Fields Institute Communications

Advances in Time Series Methods and Applications

The A. Ian McLeod Festschrift

Editors: Li, Wai Keung, Stanford, David, Yu, Hao (Eds.)

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  • 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 
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eBook $84.99
price for USA in USD
  • ISBN 978-1-4939-6568-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA in USD
Softcover $109.00
price for USA in USD
About this book

This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-the-art topics, this volume well balances applied and theoretical research across fourteen contributions by experts in the field. It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.

Table of contents (14 chapters)

Table of contents (14 chapters)
  • Ian McLeod’s Contribution to Time Series Analysis—A Tribute

    Pages 1-16

    Li, W. K.

  • The Doubly Adaptive LASSO for Vector Autoregressive Models

    Pages 17-46

    Liu, Zi Zhen (et al.)

  • On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators

    Pages 47-106

    Duchesne, Pierre (et al.)

  • Diagnostic Checking for Weibull Autoregressive Conditional Duration Models

    Pages 107-114

    Zheng, Yao (et al.)

  • Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models

    Pages 115-130

    Tai, M. T. (et al.)

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-1-4939-6568-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $109.00
price for USA in USD
Softcover $109.00
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Advances in Time Series Methods and Applications
Book Subtitle
The A. Ian McLeod Festschrift
Editors
  • Wai Keung Li
  • David Stanford
  • Hao Yu
Series Title
Fields Institute Communications
Series Volume
78
Copyright
2016
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4939-6568-7
DOI
10.1007/978-1-4939-6568-7
Hardcover ISBN
978-1-4939-6567-0
Softcover ISBN
978-1-4939-8238-7
Series ISSN
1069-5265
Edition Number
1
Number of Pages
VIII, 293
Number of Illustrations
30 b/w illustrations, 7 illustrations in colour
Topics