Linear models and time-series analysis : (Record no. 91918)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02382nam a2200301Ia 4500 |
| 001 - CONTROL NUMBER | |
| control field | 355562 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | 0000000000 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20211104093408.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 180629s2018 nju 000 0 eng c |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2018023718 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781119431909 (hardcover) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | 20566778 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | WaSeSS/DLC |
| Transcribing agency | WaSeSS |
| Description conventions | rda |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA 280 |
| Item number | .P196 2019 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Paolella, Marc S., |
| 9 (RLIN) | 128246 |
| 245 #0 - TITLE STATEMENT | |
| Title | Linear models and time-series analysis : |
| Remainder of title | regression, ANOVA, ARMA and GARCH / |
| Statement of responsibility, etc. | Dr. Marc S. Paolella. |
| 264 ## - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Hoboken, NJ : |
| Name of producer, publisher, distributor, manufacturer | John Wiley & Sons, |
| Date of production, publication, distribution, manufacture, or copyright notice | c2019. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 880 pages |
| Dimensions | 24 cm. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | unmediated |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | volume |
| Source | rdacarrier |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | A comprehensive and timely edition on an emerging new trend in time series. Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's previous book, Fundamental Statistical Inference: A Computational Approach, which introduced the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The code offers a framework for discussion and illustration of numerics, and shows the mapping from theory to computation. The topic of time series analysis is on firm footing, with numerous textbooks and research journals dedicated to it. With respect to the subject/technology, many chapters in Linear Models and Time-Series Analysis cover firmly entrenched topics (regression and ARMA). Several others are dedicated to very modern methods, as used in empirical finance, asset pricing, risk management, and portfolio optimization, in order to address the severe change in performance of many pension funds, and changes in how fund managers work. --Wiley.com |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Linear models (Statistics) |
| 9 (RLIN) | 53804 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Time-series analysis. |
| 9 (RLIN) | 29980 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | |
No items available.
