Advances in Time Series Methods and Applications

Beschreibung

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.
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.
Discusses a diverse range of state-of-the-art topics in time series analysis Contains contributions from a number of researchers renowned for their time series work Covers applications, methodologies, and theory Accessible to researchers, practitioners, and graduate students Includes supplementary material: sn.pub/extras

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Wai Keung Li

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spectral coherency structural VAR graphical modeling cumulative logits marginal multinomial logits pseudo binary likelihood multnomial dynamic logits nonlinear model Lagrange multiplier test Pearson's statistic asymptotic distribution shifted gamma distribution adaptive LASSO oracle property vector auroregressive processes

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