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Author Mills, Terence C., author

Title A very British affair : six Britons and the development of time series analysis during the twentieth century / Terence C. Mills
Published Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2013
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Description 1 online resource (xiii, 437 pages) : illustrations
Series Palgrave advanced texts in econometrics series
Palgrave advanced texts in econometrics.
Contents Machine generated contents note: 1. Time Series Analysis and the British -- 2. Yule: The Time-Correlation Problem, Nonsense Correlations, Periodicity and Autoregressions -- 3. Kendall: Generalizations and Extensions of Stationary Autoregressive Models -- 4. Durbin: Inference, Estimation, Seasonal Adjustment and Structural Modelling -- 5. Jenkins: Inference in Autoregressive Models and the Development of Spectral Analysis -- 6. Box and Jenkins: Time Series Analysis, Forecasting and Control -- 7. Box and Jenkins: Modelling Seasonal Time Series and Transfer Function Analysis -- 8. Box and Jenkins: Developments post-1970 -- 9. Granger: Spectral Analysis, Causality, Forecasting, Model Interpretation and Non-linearity -- 10. Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration -- 11. End of the Affair?
Summary This volume 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
Bibliography Includes bibliographical references (pages 406-427) and index
Notes Print version record
Subject Time-series analysis -- History -- 20th century.
Genre/Form History.
Form Electronic book
LC no. 2012277282
ISBN 1137291265 (e-book)
9781137291264 (e-book)
(hbk.)
(hbk.)