TY  - BOOK
AU  - Tunnicliffe Wilson,Granville
AU  - Reale,Marco
AU  - Haywood,John
TI  - Models for dependent time series
T2  - Monographs on statistics and applied probability
SN  - 9781584886501 (hardcover : alk. paper)
U1  - 000SA.3 23
PY  - 2016///
CY  - Boca Raton
PB  - CRC Press
KW  - Time-series analysis
KW  - Autoregression (Statistics)
KW  - Mathematical statistics
N1  - Includes bibliographical references and indexes; 1: Introduction and overview; 
2: Lagged regression and autoregressive models; 
3: Spectral analysis of dependent series; 
4: Estimation of vector autoregressions; 
5: Graphical modeling of structural VARs; 
6: VZAR: An extension of the VAR model; 
7: Continuous time VZAR models; 
8: Irregularly sampled series; 
9: Linking graphical, spectral and VZAR methods; 
References;
indexes
N2  - The book shows how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data. The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational mater
ER  -