Advances in Time Series Methods and Applications
The A. Ian McLeod Festschrift
Editors: Li, Wai Keung, Stanford, David, Yu, Hao (Eds.)
Free Preview- 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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- About this book
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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)
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Ian McLeod’s Contribution to Time Series Analysis—A Tribute
Pages 1-16
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The Doubly Adaptive LASSO for Vector Autoregressive Models
Pages 17-46
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On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators
Pages 47-106
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Diagnostic Checking for Weibull Autoregressive Conditional Duration Models
Pages 107-114
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Diagnostic Checking for Partially Nonstationary Multivariate ARMA Models
Pages 115-130
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Table of contents (14 chapters)
- Download Preface 1 PDF (43.6 KB)
- Download Sample pages 2 PDF (330.6 KB)
- Download Table of contents PDF (58.4 KB)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Advances in Time Series Methods and Applications
- Book Subtitle
- The A. Ian McLeod Festschrift
- Editors
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- 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
