Diagnostic Checks in Time Series (Chapman & Hall/CRC by Wai Keung Li

By Wai Keung Li

Written through one of many world's most popular experts in time sequence modeling, this e-book explores goodness of healthy exams in time sequence research. beginning with linear types, the writer proceeds to nonlinear modeling with extensions to long-memory and generalized linear models--all components of curiosity and task. the focal point is firmly on useful concerns, and the writer offers various purposes, rather from the monetary area. formerly, released paintings during this region has been scattered during the literature. Researchers and practitioners alike will welcome this e-book as a reference that may consultant them throughout the ultimate phases in their modeling tasks.

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