Advances in Time Series Methods and Applications The A. Ian McLeod Festschrift

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.

Summary

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.

Product details

• Assisted by: David A. Stanford (Editor), David A Stanford (Editor), Davi A Stanford (Editor), Wai Keung Li (Editor), Hao Yu (Editor)
• Publisher: Springer, Berlin
• Content: Book
• Product form: Paperback / Softback
• Publication date: 31.12.2018
• Subject: Social sciences, law, business > Business > General, dictionaries; Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematica
• EAN: 9781493982387
• ISBN: 978-1-4939-8238-7
• Pages: 293
• Illustrations: VIII, 293 p. 37 illus., 7 illus. in color.
• Dimensions (packing): 15.5 x 23.5 x 1.6 cm
• Weight (packing): 468 g
• Series: Fields Institute Communications > .78; Fields Institute Communication > 78; Fields Institute Communications
• Subjects: B, Economics, finance, business & management, Statistics, Mathematics and Statistics, asymptotic distributions, Lagrange multiplier test, Weibull distribution, marginal multinomial logits, adaptive LASSO, vector auroregressive processes, Pearson's statistic, Box-Jenkins approach, multnomial dynamic logits, nonlinear model, asymptotic distribution, shifted gamma distribution, autoregressive conditional duration model, pseudo binary likelihood, oracle property, intervention analysis, Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management, Statistics in Business, Management, Economics, Finance, Insurance