Titlebook: Advances in Time Series Methods and Applications; The A. Ian McLeod Fe Wai Keung Li,David A. Stanford,Hao Yu Book 2016 Springer Science+Bus

VOC

,Ian McLeod’s Contribution to Time Series Analysis—A Tribute,the time series community. This article strives to give a partial picture of McLeod’s diverse contributions and their impact by reviewing the development of portmanteau statistics, long memory (persistence) models, the concept of duality in McLeod’s work, and his contributions to intervention analysis.

松果

Advances in Time Series Methods and Applications978-1-4939-6568-7Series ISSN 1069-5265 Series E-ISSN 2194-1564

果核

倒轉(zhuǎn)

痛打

舊式步槍

persistence

978-1-4939-8238-7Springer Science+Business Media New York 2016

晚間

Metric Properties of Sets and Condensers,We derive the asymptotic distribution of residual autocorrelations for the Weibull autoregressive conditional duration (ACD) model, and this leads to a portmanteau test for the adequacy of the fitted Weibull ACD model. The finite-sample performance of this test is evaluated by simulation experiments and a real data example is also reported.

為現(xiàn)場

JEER

,Ian McLeod’s Contribution to Time Series Analysis—A Tribute,the time series community. This article strives to give a partial picture of McLeod’s diverse contributions and their impact by reviewing the development of portmanteau statistics, long memory (persistence) models, the concept of duality in McLeod’s work, and his contributions to intervention analys