Advances in Time Series Methods and Applications

The A. Ian McLeod Festschrift

  • Wai Keung Li
  • David A. Stanford
  • Hao Yu

Part of the Fields Institute Communications book series (FIC, volume 78)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Zi Zhen Liu, Reg Kulperger, Hao Yu
    Pages 17-46
  3. Yao Zheng, Yang Li, Wai Keung Li, Guodong Li
    Pages 107-114
  4. M. T. Tai, Y. X. Yang, S. Q. Ling
    Pages 115-130
  5. Jean-Marie Dufour, Alain Trognon, Purevdorj Tuvaandorj
    Pages 151-178
  6. Brajendra C. Sutradhar, R. Prabhakar Rao
    Pages 179-194

About this book

Introduction

This volume reviews and summarizes some of A. I. McLeod's significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and friends of Dr. McLeod. Covering a diverse range of state-of-the-art topics, this volume well balances applied and theoretical research across fourteen contributions by experts in the field. It will be of interest to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.

Keywords

spectral coherency structural VAR graphical modeling cumulative logits marginal multinomial logits pseudo binary likelihood multnomial dynamic logits nonlinear model Lagrange multiplier test Pearson's statistic asymptotic distribution shifted gamma distribution adaptive LASSO oracle property vector auroregressive processes Weibull distribution autoregressive conditional duration model Box-Jenkins approach intervention analysis asymptotic distributions

Editors and affiliations

  • Wai Keung Li
    • 1
  • David A. Stanford
    • 2
  • Hao Yu
    • 3
  1. 1.Dept. of Statistics & Actuarial ScienceUniversity of Hong Kong Hong KongHong Kong
  2. 2.Dept. of Statistica & Actuarial SciencesUniversity of Western Ontario Dept. of Statistica & Actuarial SciencesLondonCanada
  3. 3.Dept. of Statistica & Actuarial ScienceUniversity of Western Ontario Dept. of Statistica & Actuarial ScienceLondonCanada

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4939-6568-7
  • Copyright Information Springer Science+Business Media New York 2016
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-1-4939-6567-0
  • Online ISBN 978-1-4939-6568-7
  • Series Print ISSN 1069-5265
  • Series Online ISSN 2194-1564
  • About this book