A very British affair : six Britons and the development of time series analysis during the twentieth century
著者
書誌事項
A very British affair : six Britons and the development of time series analysis during the twentieth century
（Palgrave advanced texts in econometrics）
Palgrave Macmillan, 2013
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair?
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