Advances in Time Series Methods and Applications
Autor: | Wai Keung Li, David A. Stanford, Hao Yu |
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EAN: | 9781493965687 |
eBook Format: | |
Sprache: | Englisch |
Produktart: | eBook |
Veröffentlichungsdatum: | 02.12.2016 |
Untertitel: | The A. Ian McLeod Festschrift |
Kategorie: | |
Schlagworte: | Lagrange multiplier test Pearson's statistic asymptotic distribution cumulative logits graphical modeling marginal multinomial logits multnomial dynamic logits nonlinear model pseudo binary likelihood shif spectral coherency structural VAR |
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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 statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.