A Very British Affair
eBook - ePub

A Very British Affair

Six Britons and the Development of Time Series Analysis During the 20th Century

  1. English
  2. ePUB (mobile friendly)
  3. Only available on web
eBook - ePub

A Very British Affair

Six Britons and the Development of Time Series Analysis During the 20th Century

Book details
Table of contents
Citations

About This Book

This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.

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Yes, you can access A Very British Affair by T. Mills in PDF and/or ePUB format, as well as other popular books in Économie & Économétrie. We have over one million books available in our catalogue for you to explore.

Information

Year
2012
ISBN
9781137291264

Table of contents

  1. Cover
  2. Title
  3. Copyright
  4. Contents
  5. List of Tables
  6. List of Figures
  7. 1 Time Series Analysis and the British
  8. 2 Yule: The Time-Correlation Problem, Nonsense Correlations, Periodicity and Autoregressions
  9. 3 Kendall: Generalizations and Extensions of Stationary Autoregressive Models
  10. 4 Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling
  11. 5 Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis
  12. 6 Box and Jenkins: Time Series Analysis, Forecasting and Control
  13. 7 Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis
  14. 8 Box and Jenkins: Developments post–1970
  15. 9 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity
  16. 10 Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration
  17. 11 The End of the Affair?
  18. Notes
  19. References
  20. Index