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:
Electronic Access:
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Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 543234-1001 | QA280 .L5 2004 | Searching... | Searching... |