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Diagnostic Checks in Time Series (Hardcover) Loot Price: R4,927
Discovery Miles 49 270
Repayment Terms: R462 pm x 12*
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Diagnostic Checks in Time Series (Hardcover): Wai Keung Li

Diagnostic Checks in Time Series (Hardcover)

Wai Keung Li

Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability

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Loot Price R4,927 Discovery Miles 49 270 | Repayment Terms: R462 pm x 12*

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Written by one of the world's foremost authorities in time series modelling, this book explores goodness of fit tests in time series analysis. Starting with linear models, the author proceeds to nonlinear modelling 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. Until now, published work in this area has been scattered throughout the literature. Researchers and practitioners alike will welcome this book as a reference that will guide them through the final stages of their modelling tasks.

General

Imprint: Chapman & Hall/CRC
Country of origin: United States
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Release date: December 2003
First published: 2004
Authors: Wai Keung Li
Dimensions: 229 x 152 x 20mm (L x W x T)
Format: Hardcover
Pages: 210
ISBN-13: 978-1-58488-337-1
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling
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LSN: 1-58488-337-5
Barcode: 9781584883371

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