A Very British Affair: Six Britons and the Development of Time Series Analysis During the 20th Century by T. MillsA Very British Affair: Six Britons and the Development of Time Series Analysis During the 20th Century by T. Mills

A Very British Affair: Six Britons and the Development of Time Series Analysis During the 20th…

byT. Mills

Hardcover | November 27, 2012

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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.
TERENCE C. MILLS is Professor of Applied Statistics and Econometrics at the University of Loughborough University, UK, having previously held professorial appointments at City University Business School and the University of Hull, UK. He has authored over 200 publications in a range of areas, including The Palgrave Handbook of Economet...
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Title:A Very British Affair: Six Britons and the Development of Time Series Analysis During the 20th…Format:HardcoverDimensions:437 pages, 8.5 × 5.51 × 1.34 inPublished:November 27, 2012Publisher:Palgrave MacmillanLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0230369111

ISBN - 13:9780230369115

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Table of Contents

Time Series Analysis and the British Yule: The time-correlation Problem, Nonsense Correlations, Periodicity and Autoregressions Kendall: Generalizations and Extensions of Stationary Autoregressive Models Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling Jenkins: Inference in Autoregressive Models and Spectral Analysis Box and Jenkins: Time Series Analysis, Forecasting and Control Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis Box and Jenkins: Developments Post-1970 Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity Granger: Long Memory, Fractional Differencing, Spurious Regressions and Cointegration The End of the Affair?