新生學校財團法人新生醫護管理專科學校圖書館 |

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

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	A very British affair/ Terence 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 analysis - History. -
電子資源:	http://www.palgraveconnect.com/doifinder/10.1057/9781137291264
ISBN:	9781137291264 (electronic bk.)

A very British affair = six 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:

237172
Time-series analysis
--History.Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: QA280 / .M55 2012

Dewey Class. No.: 519.5509

A very British affair = six Britons and the development of time series analysis during the 20th century /
LDR:03503cmm a2200469Ka 4500 001 131673
003 OCoLC
005 20130621115136.0
006 m o d
007 cr cn|||||||||
008 160105s2012 enka o 000 0 eng d
019 $a 824351221
020 $a 9781137291264 (electronic bk.)
020 $a 1137291265 (electronic bk.)
020 $a 0230369111
020 $a 9780230369115
020 $a 9781283946940 (MyiLibrary)
020 $a 1283946947 (MyiLibrary)
029 1 $a AU@ $b 000050415533
035 $a (OCoLC)819423140 $z (OCoLC)824351221
035 $a ocn819423140
037 $a 550349 $b Palgrave Macmillan $n http://www.palgraveconnect.com
040 $a UKPGM $b eng $c UKPGM $d OCLCO $d EBLCP $d YDXCP $d N$T $d CDX $d IDEBK
049 $a TEFA
050 4 $a QA280 $b .M55 2012
072 7 $a MAT $x 029050 $2 bisacsh
072 7 $a MAT $2 eflch
082 0 4 $a 519.5509 $2 23
100 1 $a Mills, Terence C. $3 235344
245 1 2 $a A very British affair $h [electronic resource] : $b six Britons and the development of time series analysis during the 20th century / $c Terence C. Mills.
260 $a Basingstoke : $c 2012. $b Palgrave Macmillan,
300 $a 1 online resource.
490 1 $a Palgrave advanced texts in econometrics
505 0 $a 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?
520 $a 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.
588 $a Description based on print version record.
650 0 $a Time-series analysis $x History. $3 237172
650 7 $a MATHEMATICS / Probability & Statistics / Time Series $2 bisacsh $3 237173
655 4 $a Electronic books. $2 local. $3 96803
776 0 8 $i Print version: $a Mills, Terence C. $t Very British affair. $d Basingstoke : Palgrave Macmillan, 2012 $z 9780230369115 $w (OCoLC)808492434
830 0 $a Palgrave advanced texts in econometrics. $3 237171
856 4 0 $3 Palgrave Connect $u http://www.palgraveconnect.com/doifinder/10.1057/9781137291264
938 $a EBL - Ebook Library $b EBLB $n EBL1109236
938 $a YBP Library Services $b YANK $n 9974476
938 $a EBSCOhost $b EBSC $n 521601
938 $a Coutts Information Services $b COUT $n 24556415
938 $a Ingram Digital eBook Collection $b IDEB $n cis24556415
994 $a C0 $b TEF