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Science/Engineering Diagnostic Checks in Time Series (Repost)

Posted on 2010-03-16




Name:Science/Engineering Diagnostic Checks in Time Series (Repost)
ASIN/ISBN:1584883375
Language:English
File size:1.7 Mb
Publish Date: 2003-12-29
ISBN: 1584883375
Pages: 216 pages
File Type: PDF
File Size: 1.7 mb
Other Info: Chapman & Hall/CRC
   Science/Engineering Diagnostic Checks in Time Series (Repost)

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Diagnostic Checks in Time Series

Written by one of the world's foremost authorities in time series modeling, this book explores goodness of fit tests in time series analysis. Starting with linear models, the author proceeds to nonlinear modeling with extensions to long-memory and generalized linear models--all areas of interest and activity. The focus is firmly on practical matters, and the author presents a range of applications, particularly from the financial arena.

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