Diagnostic checks in time series
by
Li, Wai Keung, 1953, author.
Title
:
Diagnostic checks in time series
Author
:
Li, Wai Keung, 1953, author.
ISBN
:
9780203485606
9781135441111
9781135441159
Physical Description
:
1 online resource (xiii, 196 pages)
Series
:
Monographs on statistics and applied probability ; 102
Contents
:
chapter 1 Introduction -- chapter 2 Diagnostic checks for univariate linear models -- chapter 3 The multivariate linear case -- chapter 4 Robust modeling and diagnostic checking -- chapter 5 Nonlinear models -- chapter 6 Conditional heteroscedasticity models -- chapter 7 Fractionally differenced process -- chapter 8 Miscellaneous models and topics.
Subject Term
:
Time-series analysis.
Electronic Access
:
| Library | Material Type | Item Barcode | Shelf Number | [[missing key: search.ChildField.HOLDING]] | Status |
|---|
| Online Library | E-Book | 543234-1001 | QA280 .L5 2004 | | CRC E-Books |