Linear Models and Time-Series Analysis

DOI10.1002/9781119432036zbMath1409.62002OpenAlexW4230690906MaRDI QIDQ3121264

Marc S. Paolella

Publication date: 15 March 2019

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9781119432036

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Statistics of work performed by optical tweezers with general time-variation of their stiffness ⋮ Efficient estimation method for generalized ARFIMA models ⋮ A central limit theorem for the Benjamini-Hochberg false discovery proportion under a factor model ⋮ Heterogeneous tail generalized COMFORT modeling via Cholesky decomposition

Uses Software

• Unnamed Item
• Unnamed Item
• SAS
• SAS/STAT
• AS 153

This page was built for publication: Linear Models and Time-Series Analysis