Models for dependent time series (Record no. 226997)

MARC details
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.