Time Series Models In econometrics finance and other fields | Statistics

Product Description

The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the…