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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 throughout the literature. Researchers and practitioners alike will welcome this book as a reference that will guide them through the final stages of their modeling tasks.
Chapman & Hall/CRC; December 2003
216 pages; ISBN 9781135441166
Read online, or download in secure PDF format
216 pages; ISBN 9781135441166
Read online, or download in secure PDF format
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ISBNs
0203485602
9780203485606
9781135441159
9781135441166
9781584883371