ABSTRACT

Diagnostic checking is an important step in the modeling process. But while the literature on diagnostic checks is quite extensive and many texts on time series modeling are available, it still remains difficult to find a book that adequately covers methods for performing diagnostic checks.

Diagnostic Checks in Time Series helps to fill that

chapter 1|4 pages

Introduction

chapter 3|20 pages

The multivariate linear case

chapter 4|16 pages

Robust modeling and diagnostic checking

chapter 5|36 pages

Nonlinear models

chapter 6|42 pages

Conditional heteroscedasticity models

chapter 7|16 pages

Fractionally differenced process

chapter 8|16 pages

Miscellaneous models and topics