| 紀錄類型: |
書目-電子資源
: 單行本
|
| 副題名: |
six Britons and the development of time series analysis during the 20th century |
| 作者: |
MillsTerence C., |
| 出版地: |
Basingstoke |
| 出版者: |
Palgrave Macmillan; |
| 出版年: |
2012 |
| 面頁冊數: |
1 online resource. |
| 集叢名: |
Palgrave advanced texts in econometrics |
| 標題: |
Time-series analysis - History. - |
| 標題: |
MATHEMATICS / Probability & Statistics / Time Series - |
| 電子資源: |
http://www.palgraveconnect.com/doifinder/10.1057/9781137291264 |
| 附註: |
Description based on print version record. |
| 摘要註: |
This book develops the major themes of time series analysis from its beginnings in the early part of the 20th Century through to the present day. This is done by uniquely concentrating on the research of six distinguished British statisticians, Udny Yule, Maurice Kendall, James Durbin, George Box and Gwilym Jenkins, and Clive Granger, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance, accompanied by great technical skill and unusual integrity. Many of the key examples and graphics found in the seminal articles of these authors are recreated and their original voices are provided so that their readers can become acquainted with the contemporary views of the protagonists. This book should be of interest to anyone who desires an historical appreciation of the development of time series analysis and it also provides an essential background to current advanced textbooks on the subjects. |
| ISBN: |
9781137291264electronic bk. |
| ISBN: |
1137291265electronic bk. |
| ISBN: |
0230369111 |
| ISBN: |
9780230369115 |
| ISBN: |
9781283946940 |
| ISBN: |
1283946947 |
| 內容註: |
Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair? |