Diagnostic Checks in Time Series (Monographs on Statistics and Applied Probability)

Description

   
Written by one of the world's foremost authorities in time series modeling, this book explores goodness of fit tests in time series analysis. Starting with linear models, the author proceeds to nonlinear modeling with extensions to long-memory and generalized linear models--all areas of interest and activity. The focus is firmly on practical matters, and the author presents a range of applications, particularly from the financial arena. Until now, published work in this area has been scattered t  .


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