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Diagnostic Checks in Time Series

Diagnostic Checks in Time Series

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  • ISBN:9781584883371
  • Editorial: Chapman & Hall Co.
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  • Nº Pág.:250
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Written by one of the world's foremost authorities in time series modelling, this book explores goodness of fit tests in time series analysis. Starting with linear models, the author proceeds to nonlinear modelling with extensions to long-memory and generalized linear models. The focus is firmly on practical matters, and the author presents a range of applications, particularly from the financial arena

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