Models for dependent time series (Record no. 226997)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01905nam a22002177a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20230311104905.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 230311b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780367241018 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | AL |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Edition number | 23 |
| Classification number | 519.55015118 |
| Item number | WILM |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Granville Tunnicliffe Wilson |
| 9 (RLIN) | 75036 |
| 245 ## - TITLE STATEMENT | |
| Title | Models for dependent time series |
| Remainder of title | Monographs on statistics and applied probability |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | NewYork |
| Name of publisher, distributor, etc. | CRC Press |
| Date of publication, distribution, etc. | 2019 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xv,323p. |
| Other physical details | HB |
| Dimensions | 23x16cm. |
| 365 ## - TRADE PRICE | |
| Source of price type code | General |
| Price type code | 8197 |
| Price amount | ₹2336.00 |
| Currency code | ₹ |
| Unit of pricing | ₹2995.00 |
| Price note | 22% |
| Price effective from | 3-03-2023 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate time series data. The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational material for the remaining chapters, which cover the construction of structural models and the extension of vector autoregressive modeling to high frequency, continuously recorded, and irregularly sampled series. The final chapter combines these approaches with spectral methods for identifying causal dependence between time series. Web Resource A supplementary website provides the data sets used in the examples as well as documented MATLAB® functions and other code for analyzing the examples and producing the illustrations. The site also offers technical details on the estimation theory and methods and the implementation of the models |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Statistics |
| 9 (RLIN) | 75037 |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Reale, Marco; Haywood John |
| 9 (RLIN) | 75038 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book |
No items available.
