Diagnostic checks in time series /
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL :
Chapman & Hall/CRC,
c2004.
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| Subjects: |
Table of Contents:
- 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.