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20171111230014.0 |
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031010s2004 flua b 001 0 eng |
| 020 |
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|a 1584883375 (hbk.)
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| 040 |
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|a DLC
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| 050 |
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|a QA280
|b .L5 2004
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| 082 |
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|2 22
|a 519.5/5
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| 100 |
1 |
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|a Li, Wai Keung,
|d 1953-
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| 245 |
1 |
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|a Diagnostic checks in time series /
|c Wai Keung Li.
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| 260 |
1 |
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|a Boca Raton, FL :
|b Chapman & Hall/CRC,
|c c2004.
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| 300 |
1 |
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|a xiii, 196 p. :
|b ill. ;
|c 24 cm.
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| 504 |
1 |
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|a Includes bibliographical references (p. 169-188) and indexes.
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| 505 |
1 |
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|a 1. Introduction -- 2. Diagnostic checks for univariate linear models -- 3. The multivariate linear case -- 4. Robust modeling and diagnostic checking -- 5. Nonlinear models -- 6. Conditional heteroscedasticity models -- 7. Fractionally differenced process -- 8. Miscellaneous models and topics.
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| 650 |
1 |
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|a Time-series analysis
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| 952 |
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|a GrThPMO
|b 59b0119d6c5ad17d7e5ac7e3
|c 952a
|d 9528
|e QA280.L5 2004
|t 7
|x m
|z Books
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