Advances in time series methods and applications : the A. Ian McLeod festschrift /: the A. Ian McLeod festschrift. (2016)
- Record Type:
- Book
- Title:
- Advances in time series methods and applications : the A. Ian McLeod festschrift /: the A. Ian McLeod festschrift. (2016)
- Main Title:
- Advances in time series methods and applications : the A. Ian McLeod festschrift
- Further Information:
- Note: Wai Keung Li, David A. Stanford, Hao Yu, (Editors).
- Editors:
- Li, Wai Keung, 1953-
Stanford, David A
Professor, Yu, Hao - Other Names:
- McLeod, A. Ian honouree.
- Contents:
- 1. Ian McLeod's Contribution to Time Series Analysis: a Tribute (W.K. Li).- 2.The Doubly Adaptive LASSO for Vector Autoregressive Models (Z.Z. Liu, R. Kulperger, H. Yu).- 3.On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators (P. Duchesne, Y. Hong).-4.Diagnostic checking for Weibull autoregressive conditional duration models (Y. Zheng, Y. Li, W.K. Li, G. Li).- 5.Diagnostic checking for Partially Nonstationary Multivariate ARMA Models (M.T. Tai, Y.X. Yang, and S.Q. Ling).- 6.The portmanteau tests and the LM test for ARMA models with uncorrelated errors (N. Katayama).- 7.Generalized C(alpha) tests for estimating functions with serial dependence J.-M. Dufour, A. Tognon, P. Tuvaandorj).-Regression Models for Ordinal Categorical Time Series Data (B.C. Sutradhar, R.P. Rao).- 9.Identification of Threshold Autoregressive Moving Average Models (Q. Xia, H. Wong).-10.Improved Seasonal Mann-Kendall Tests for Trend Analysis in Water Resources Time Series (Y. Zhang, P. Cabilio and K. Nadeem).- 11.A brief derivation of the asymptotic distribution of Pearson's statistic and an accurate approximation to its exact distribution (S.B. Provost).- 12.Business Resilience during Power Shortages: A Power Saving Rate Measured by Power Consumption Time Series in Industrial Sector before and after the Great East Japan Earthquake in 2011 (Y. Kajitani).-Atmospheric CO2 and global temperatures: the strength and nature of their dependence (G.1. Ian McLeod's Contribution to Time Series Analysis: a Tribute (W.K. Li).- 2.The Doubly Adaptive LASSO for Vector Autoregressive Models (Z.Z. Liu, R. Kulperger, H. Yu).- 3.On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators (P. Duchesne, Y. Hong).-4.Diagnostic checking for Weibull autoregressive conditional duration models (Y. Zheng, Y. Li, W.K. Li, G. Li).- 5.Diagnostic checking for Partially Nonstationary Multivariate ARMA Models (M.T. Tai, Y.X. Yang, and S.Q. Ling).- 6.The portmanteau tests and the LM test for ARMA models with uncorrelated errors (N. Katayama).- 7.Generalized C(alpha) tests for estimating functions with serial dependence J.-M. Dufour, A. Tognon, P. Tuvaandorj).-Regression Models for Ordinal Categorical Time Series Data (B.C. Sutradhar, R.P. Rao).- 9.Identification of Threshold Autoregressive Moving Average Models (Q. Xia, H. Wong).-10.Improved Seasonal Mann-Kendall Tests for Trend Analysis in Water Resources Time Series (Y. Zhang, P. Cabilio and K. Nadeem).- 11.A brief derivation of the asymptotic distribution of Pearson's statistic and an accurate approximation to its exact distribution (S.B. Provost).- 12.Business Resilience during Power Shortages: A Power Saving Rate Measured by Power Consumption Time Series in Industrial Sector before and after the Great East Japan Earthquake in 2011 (Y. Kajitani).-Atmospheric CO2 and global temperatures: the strength and nature of their dependence (G. Tunnicliffe Wilson).-Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models forProbabilistic Short-term Forecasting of Wind Speed (Y.R. Gel, V. Lyubchich, S.E. Ahmed). … (more)
- Publisher Details:
- New York : Springer
- Publication Date:
- 2016
- Copyright Date:
- 2016
- Extent:
- 1 online resource (293 pages)
- Subjects:
- 519.55
Statistics
Time-series analysis
Business & Economics -- Statistics
Probability & statistics - Languages:
- English
- ISBNs:
- 9781493965687
- Related ISBNs:
- 9781493965670
- Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.360316
- Ingest File:
- 01_323.xml