Get Diagnostic Checks in Time Series (Chapman & Hall/CRC PDF

By Wai Keung Li

Written via one of many world's most appropriate specialists in time sequence modeling, this publication explores goodness of healthy assessments in time sequence research. beginning with linear types, the writer proceeds to nonlinear modeling with extensions to long-memory and generalized linear models--all components of curiosity and job. the focal point is firmly on useful issues, and the writer offers a number purposes, really from the monetary enviornment. previously, released paintings during this sector has been scattered in the course of the literature. Researchers and practitioners alike will welcome this publication as a reference that might consultant them during the ultimate levels in their modeling tasks.

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Diagnostic Checks in Time Series (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by Wai Keung Li

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