자료유형 | E-Book |
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개인저자 | Tunnicliffe-Wilson, Granville, author. Reale, Marco, author. Haywood, John, author. |
서명/저자사항 | Models for dependent time series /Granville Tunnicliffe-Wilson, Marco Reale, John Haywood. |
형태사항 | 1 online resource (xv, 302 pages) : illustrations. |
총서사항 | Monographs on statistics and applied probability (Series) ;142 |
소장본 주기 | eBooks on EBSCOhostAll EBSCO eBooks |
ISBN | 9781420011500 1420011502 |
서지주기 | Includes bibliographical references. |
내용주기 | 1. Introduction and overview -- 2. Lagged regression and autoregressive models -- 3. Spectral analysis of dependent series -- 4. Estimation of vector autoregressions -- 5. Graphical modeling of structural VARs -- 6. VZAR : an extension of the VAR model -- 7. Continuous time VZAR models -- 8. Irregularly sampled series -- 9. Linking graphical, spectral and VZAR methods. |
일반주제명 | Time-series analysis. Autoregression (Statistics) Mathematical statistics. MATHEMATICS -- Applied. MATHEMATICS -- Probability & Statistics -- General. Autoregression (Statistics) Mathematical statistics. Time-series analysis. |
언어 | 영어 |
기타형태 저록 | Print version:Tunnicliffe-Wilson, Granville.Models for dependent time series.Boca Raton, FL : CRC Press, Taylor & Francis Group, [2016]9781584886501 |
대출바로가기 | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=1028901 |
인쇄
No. | 등록번호 | 청구기호 | 소장처 | 도서상태 | 반납예정일 | 예약 | 서비스 | 매체정보 |
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1 | WE00010478 | 519.5/5 | 가야대학교/전자책서버(컴퓨터서버)/ | 대출가능 |