skip to content
Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH Preview this item
ClosePreview this item
Checking...

Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH

Author: Marc S Paolella
Publisher: Hoboken, NJ : John Wiley & Sons, Inc., 2019. ©2019
Series: Wiley series in probability and statistics.
Edition/Format:   Print book : EnglishView all editions and formats
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Additional Physical Format: Online version:
Paolella, Marc S.
Linear models and time-series analysis.
Hoboken, NJ : John Wiley & Sons, 2018
(DLC) 2018032640
Document Type: Book
All Authors / Contributors: Marc S Paolella
ISBN: 9781119431909 1119431905
OCLC Number: 1031457686
Description: xvi, 880 pages : illustrations ; 25 cm.
Contents: Part I : Linear models : Regression and Anova --
1 : The linear model --
2. fixed effects Anova models --
3. Introduction to Random and mixed effect models --
Part II : Time-Series : Armax processes --
4. The AR(1) model --
5. Regression extensions : AR(1) errors and time-varying parameters --
6. Autoregressive and moving average processes --
7. Arma processe --
8. Correlograms --
9. Arma Model identification --
Part III : Modeling financial asset returns --
10. Univariate Garch modeling --
11. Risk prediction and portfolio optimization --
12. Multivariate t distributions --
13. Weighted likelihood --
14. Multivariate mixture distributions --
Part IV : Appendices --
Appendix A : distribution of quadratic forms --
Appendix B. Momenta of ratios of quadratic forms --
Appendix C : Some useful multivariate distribution theory --
Appendix D : Introducing the SAS programming language.
Series Title: Wiley series in probability and statistics.
Responsibility: Marc S. Paolella.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Related Subjects:(2)

User lists with this item (2)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/1031457686> # Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH
    a schema:CreativeWork, schema:Book ;
    library:oclcnum "1031457686" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/nju> ;
    schema:about <http://dewey.info/class/515.55/e23/> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/4975341296#Topic/linear_models_statistics> ; # Linear models (Statistics)
    schema:about <http://experiment.worldcat.org/entity/work/data/4975341296#Topic/time_series_analysis> ; # Time-series analysis
    schema:author <http://experiment.worldcat.org/entity/work/data/4975341296#Person/paolella_marc_s> ; # Marc S. Paolella
    schema:bookFormat bgn:PrintBook ;
    schema:copyrightYear "2019" ;
    schema:datePublished "2019" ;
    schema:description "Part I : Linear models : Regression and Anova -- 1 : The linear model -- 2. fixed effects Anova models -- 3. Introduction to Random and mixed effect models -- Part II : Time-Series : Armax processes -- 4. The AR(1) model -- 5. Regression extensions : AR(1) errors and time-varying parameters -- 6. Autoregressive and moving average processes -- 7. Arma processe -- 8. Correlograms -- 9. Arma Model identification -- Part III : Modeling financial asset returns -- 10. Univariate Garch modeling -- 11. Risk prediction and portfolio optimization -- 12. Multivariate t distributions -- 13. Weighted likelihood -- 14. Multivariate mixture distributions -- Part IV : Appendices -- Appendix A : distribution of quadratic forms -- Appendix B. Momenta of ratios of quadratic forms -- Appendix C : Some useful multivariate distribution theory -- Appendix D : Introducing the SAS programming language."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/4975341296> ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/4975341296#Series/wiley_series_in_probability_and_statistics> ; # Wiley series in probability and statistics.
    schema:isSimilarTo <http://worldcat.org/entity/work/data/4975341296#CreativeWork/linear_models_and_time_series_analysis> ;
    schema:name "Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH"@en ;
    schema:productID "1031457686" ;
    schema:workExample <http://worldcat.org/isbn/9781119431909> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/1031457686> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/4975341296#Person/paolella_marc_s> # Marc S. Paolella
    a schema:Person ;
    schema:familyName "Paolella" ;
    schema:givenName "Marc S." ;
    schema:name "Marc S. Paolella" ;
    .

<http://experiment.worldcat.org/entity/work/data/4975341296#Series/wiley_series_in_probability_and_statistics> # Wiley series in probability and statistics.
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/1031457686> ; # Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH
    schema:name "Wiley series in probability and statistics." ;
    schema:name "Wiley series in probability and statistics" ;
    .

<http://experiment.worldcat.org/entity/work/data/4975341296#Topic/linear_models_statistics> # Linear models (Statistics)
    a schema:Intangible ;
    schema:name "Linear models (Statistics)"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/4975341296#Topic/time_series_analysis> # Time-series analysis
    a schema:Intangible ;
    schema:name "Time-series analysis"@en ;
    .

<http://worldcat.org/entity/work/data/4975341296#CreativeWork/linear_models_and_time_series_analysis>
    a schema:CreativeWork ;
    rdfs:label "Linear models and time-series analysis." ;
    schema:description "Online version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/1031457686> ; # Linear models and time-series analysis : regression, ANOVA, ARMA and GARCH
    .

<http://worldcat.org/isbn/9781119431909>
    a schema:ProductModel ;
    schema:isbn "1119431905" ;
    schema:isbn "9781119431909" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.