T. Mills
A Very British Affair
Six Britons and the Development of Time Series Analysis During the 20th Century
Gebonden Engels 2012 9780230369115Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.
Specificaties
ISBN13:9780230369115
Taal:Engels
Bindwijze:gebonden
Uitgever:Palgrave Macmillan UK
Lezersrecensies
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Inhoudsopgave
Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair?
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