Regression and Time Series Model Selection

MCQUARRIE, Allan D. R.; TSAI, Chih-Ling

Regular price $100.00 Sale

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


  • 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.

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