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A very British affairsix Britons and...

Mills, Terence C.

A very British affairsix Britons and the development of time series analysis during the 20th century /

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	A very British affairTerence C. Mills.
其他題名:	six Britons and the development of time series analysis during the 20th century /
作者:	Mills, Terence C.
出版者:	Basingstoke :Palgrave Macmillan,2012.
面頁冊數:	1 online resource.
標題:	Time-series analysisHistory.
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9781137291264
ISBN:	9781137291264 (electronic bk.)

A very British affairsix Britons and the development of time series analysis during the 20th century /
Mills, Terence C.

A very British affairsix Britons and the development of time series analysis during the 20th century /[electronic resource] :Terence C. Mills. - Basingstoke :Palgrave Macmillan,2012. - 1 online resource. - Palgrave advanced texts in econometrics. - Palgrave advanced texts in econometrics..

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?

This book develops the major themes of time series analysis from its beginnings in the early part of the 20th Century through to the present day. This is done by uniquely concentrating on the research of six distinguished British statisticians, Udny Yule, Maurice Kendall, James Durbin, George Box and Gwilym Jenkins, and Clive Granger, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance, accompanied by great technical skill and unusual integrity. Many of the key examples and graphics found in the seminal articles of these authors are recreated and their original voices are provided so that their readers can become acquainted with the contemporary views of the protagonists. This book should be of interest to anyone who desires an historical appreciation of the development of time series analysis and it also provides an essential background to current advanced textbooks on the subjects.

ISBN: 9781137291264 (electronic bk.)

Source: 550349Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:

643187
Time-series analysis
--History.Index Terms--Genre/Form:

214472
Electronic books.

LC Class. No.: QA280 / .M55 2012

Dewey Class. No.: 519.5509

A very British affairsix Britons and the development of time series analysis during the 20th century /
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