Developments in Maximum Likelihood Unit Root Tests
In: Communications in statistics. Simulation and computation, Band 42, Heft 5, S. 1088-1103
ISSN: 1532-4141
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In: Communications in statistics. Simulation and computation, Band 42, Heft 5, S. 1088-1103
ISSN: 1532-4141
In: Developments in water science 45
This is a comprehensive presentation of the theory and practice of time series modelling of environmental systems. A variety of time series models are explained and illustrated, including ARMA (autoregressive-moving average), nonstationary, long memory, three families of seasonal, multiple input-single output, intervention and multivariate ARMA models. Other topics in environmetrics covered in this book include time series analysis in decision making, estimating missing observations, simulation, the Hurst phenomenon, forecasting experiments and causality. Professionals working in fields overlapping with environmetrics - such as water resources engineers, environmental scientists, hydrologists, geophysicists, geographers, earth scientists and planners - will find this book a valuable resource. Equally, environmetrics, systems scientists, economists, mechanical engineers, chemical engineers, and management scientists will find the time series methods presented in this book useful
In: Environmental management: an international journal for decision makers, scientists, and environmental auditors, Band 2, Heft 6, S. 529-535
ISSN: 1432-1009
In: Environmental management: an international journal for decision makers, scientists, and environmental auditors, Band 2, Heft 6, S. 537-554
ISSN: 1432-1009