INVENTORY #116411
Regression and Time Series Model Selection
MCQUARRIE, Allan D. R.; TSAI, Chih-Ling
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Topics: the univariate regression model; the univariate autoregressive model; the multivariate regression model; the vector autoregressive model; cross-validation and the bootstrap; robust regression and quasi-likelihood; nonparametric regression and wavelets; etc. Index.
Publication Info
- Publisher: World Scientific
- Edition: n/a
- Date Published: 1998
- Place Published: Singapore
- ISBN: 981023242X
Details
- Condition: Fine
- Signed: No
- Dust Jacket: Yes
- Jacket Condition: Fine
- Details:
xxi, 455 p. 22.5 cm. Figures and tables. Black faux leather with gold print in blue dustjacket.