Advances in Time Series Methods and Applications

The A. Ian McLeod Festschrift

AvWai Keung Li,David A. Stanford

Häftad, Engelska, 2018

Del 78 i serien Fields Institute Communications

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Beskrivning

It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.

Produktinformation

Utgivningsdatum:2018-06-28
Mått:155 x 235 x 17 mm
Vikt:464 g
Format:Häftad
Språk:Engelska
Serie:Fields Institute Communications
Antal sidor:293
Förlag:Springer-Verlag New York Inc.
ISBN:9781493982387

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Innehållsförteckning

1. Ian McLeod's Contribution to Time Series Analysis: a Tribute (W.K. Li).- 2. The Doubly Adaptive LASSO for Vector Autoregressive Models (Z.Z. Liu, R. Kulperger, H. Yu).- 3. On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators (P. Duchesne, Y. Hong).- 4. Diagnostic checking for Weibull autoregressive conditional duration models (Y. Zheng, Y. Li, W.K. Li, G. Li).- 5. Diagnostic checking for Partially Nonstationary Multivariate ARMA Models (M.T. Tai, Y.X. Yang, and S.Q. Ling).- 6. The portmanteau tests and the LM test for ARMA models with uncorrelated errors (N. Katayama).- 7. Generalized C(alpha) tests for estimating functions with serial dependence J.-M. Dufour, A. Tognon, P. Tuvaandorj).- Regression Models for Ordinal Categorical Time Series Data (B.C. Sutradhar, R.P. Rao).- 9. Identification of Threshold Autoregressive Moving Average Models (Q. Xia, H. Wong).- 10. Improved Seasonal Mann-Kendall Tests for Trend Analysis in Water Resources Time Series (Y. Zhang, P. Cabilio and K. Nadeem).- 11. A brief derivation of the asymptotic distribution of Pearson’s statistic and an accurate approximation to its exact distribution (S.B. Provost).- 12. Business Resilience during Power Shortages: A Power Saving Rate Measured by Power Consumption Time Series in Industrial Sector before and after the Great East Japan Earthquake in 2011 (Y. Kajitani).- Atmospheric CO2 and global temperatures: the strength and nature of their dependence (G. Tunnicliffe Wilson).- Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-term Forecasting of Wind Speed (Y.R. Gel, V. Lyubchich, S.E. Ahmed).