Midlands State University Library

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Forecasting with univariate box-Jenkins Model Concepts and cases Alan Pankratz by Series: Wiley series in probability and mathematical statistics
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: New York : John Wiley Sons, 1983
Availability: Items available for loan: Main Library (1)Call number: QA280 PAN.

Time series forecasting : by
Edition: 2nd ed.
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Boston : Duxbury Press, 1987
Availability: Items available for loan: Main Library (2)Call number: QA 280 BOW , ...

Wireless communications over rapidly time-varying channels Edited by Franz Hlawatsch by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Oxford Elsevier Ltd. 2011
Availability: Items available for loan: Main Library (1)Call number: TK5103.2 WIR.

Time series data analysis using eviews by Gutsi Ngurah Agung by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Singapore John Wiley and Sons 2009
Availability: Items available for loan: Main Library (4)Call number: QA280 AGU, ...

The spectral analysis of time series by Lambert H. Koopmans by Series: (Probability and mathematical statistics) ; 22
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: San Diego Academic Press 1995
Availability: Items available for loan: Main Library (3)Call number: QA280 KOO, ...

Time series analysis James D Hamilton by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Princeton Princeton University Press 1994
Availability: Items available for loan: Main Library (4)Call number: QA280 HAM, ...

Elements of multivariate time series analysis Gregory C Reinsel by Series: (Springer series in statistics)
Edition: Second
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: New York Springer 2003
Availability: Items available for loan: Main Library (1)Call number: QA280.R45 REI.

Gaussian and Non-Gaussian linear time series and random fields Murray Rosenblatt by Series: (Springer Series in Statistics)
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: New York Springer 2000
Availability: Items available for loan: Main Library (1)Call number: QA280 ROS.

Using econometrics : a practical guide / created by A. H. Studenmund. by
Edition: Sixth edition
Material type: Text Text; Format: print ; Literary form: Not fiction
Publisher: Pearson Education, 2014Copyright date: ©2014
Availability: Items available for loan: Main Library (2)Call number: HB139 STU, ...

Nonparametric inference for conditional quantiles of time series created by Ke-Li Xu by Series: Econometric theory ; Volume 29, number 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Estimation of and inference about the expected shortfall for time series with infinite variance created by Oliver Linton and Zhijie Xiao by Series: Econometric Theory ; Vol. 29, no. 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Fast convergence rates in estimating large volatility matrices using high frequency financial data created by Minjing Tao, Yazhen Wang and Xiaohong Chen by Series: Econometric Theory ; Volume 29, number 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

A functional version of the arch model created by Siegfried Hörmann, Lajos Horváth and Ron Reeder by Series: Cambridge: Cambridge University Press, 2013 ; Volume 29, number 2
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

On the behavior of fixed-b trend break tests under fractional integration created by Fabrizio Iacone, Stephen J. Leybourne and A. M. Robert Taylor by Series: Econometric Theory ; Volume 29, number 2
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

The impact of persistent cycles on zero frequency unit root tests created by Tomás del Barrio Castro; Paulo M. M. Rodrigues; A. M. Robert Taylor by Series: Econometric Theory ; Volume 29, number 4
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2013
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

A generalized portmanteau test for independence between two stationary time series created by Xiaofeng Shao by Series: Econometric theory ; Volume 25, number 1
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Asymptotic theory for local time density estimation and nonparametric cointegrating regression created by Qiying Wang and Peter C. B. Phillips by Series: Economic theory ; Volume 25, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Conditions for the propagation of memory parameter from durations to counts and realized volatility created by Rohit Deo , Clifford M. Hurvich , Philippe Soulier and Yi Wang by Series: Econometric theory ; Volume 25, number 3,
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Copula-based characterizations for higher order Markov processes created by Rustam Ibragimov by Series: Econometric theory ; Volume 25, number 3
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

Heteroskedastic time series with a unit root created by Giuseppe Cavaliere and A. M. Robert Taylor by Series: Econometric theory ; Volume 25, number 5
Material type: Text Text; Format: print ; Literary form: Not fiction
Cambridge: Cambridge University Press, 2009
Online resources:
Availability: Items available for reference: Main Library: Not for loan (1)Call number: HB139.T52 ECO.

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