A Very British Affair [electronic resource] : Six Britons and the Development of Time Series Analysis During the 20th Century /
Mills, T.author.
This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.
Description based upon print version of record.
""Cover""; ""Contents""; ""List of Tables""; ""List of Figures""; ""1 Time Series Analysis and the British""; ""2 Yule: The Timeâ€?Correlation Problem, Nonsense Correlations, Periodicity and Autoregressions""; ""3 Kendall: Generalizations and Extensions of Stationary Autoregressive Models""; ""4 Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling""; ""5 Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis""; ""6 Box and Jenkins: Time Series Analysis, Forecasting and Control""
""7 Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis""""8 Box and Jenkins: Developments post-1970""; ""9 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity""; ""10 Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration""; ""11 The End of the Affair?""; ""Notes""; ""References""; ""Index""
Includes bibliographical references and index.
This book develops the major themes of time series analysis from its formal beginnings in the early part of the 20th century to the present day through the research of six distinguished British statisticians, all of whose work is characterised by the British traits of pragmatism and the desire to solve practical problems of importance.
Economic theory.
Economic history.
Econometrics.
Economic Theory/Quantitative Economics/Mathematical Methods.
History of Economic Thought/Methodology.
Econometrics.