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Product Details 基本信息 ISBN-13 书号 9781493965670 Author 作者 Wai Keung Li University of Hong Kong Hong Kong Format 版本 精装 Pages Number 页数 293页 Publisher 出版社 Springer New York Publication Date 出版日期 2016-12-05 Shipping Weight 商品重量 619g Language 语种 英语 Book Contents 内容简介 This volume reviews and summarizes some of A. I. McLeod’s significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-the-art topics, this volume well balances applied and theoretical research across fourteen contributions by experts in the field. It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statistic
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Product Details 基本信息 ISBN-13 书号 9781584883371 Author 作者 Wai Keung Li Format 版本 精装 Pages Number 页数 216页 Publisher 出版社 Chapman and Hall/CRC Publication Date 出版日期 2003-12-29 Shipping Weight 商品重量 408g Language 语种 英语 Book Contents 内容简介 In this book, author Wai Keung Li--one of the world’s top authorities in time series modeling--concentrates on diagnostic checking methods for stationary time series, bringing together the previously scattered literature on the subject. With clear explanations and a focus firmly on applications, he covers a range of different linear and nonlinear models, from various ARMA, and bilinear models to conditional non-Gaussian and ARCH models. Because of its broad applicability, the portmanteau goodness-of-fit test receives particular attention, as does the score test. Readers will understand the relative merits of the models discussed, kno
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