Characterizing Interdependencies of Multiple Time Series (Record no. 206967)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04645nam a22005295i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789811064364 |
| -- | 978-981-10-6436-4 |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | CUS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Hosoya, Yuzo. |
| 245 10 - TITLE STATEMENT | |
| Title | Characterizing Interdependencies of Multiple Time Series |
| Sub title | Theory and Applications / |
| Statement of responsibility, etc. | by Yuzo Hosoya, Kosuke Oya, Taro Takimoto, Ryo Kinoshita. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. 2017. |
| 300 ## - DESCRIPTION | |
| Extent | X, 133 p. 32 illus. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1: Introduction to statistical causal analysis -- 2: Measures of one-way effect, reciprocity and association -- 3: Partial measures of interdependence -- 4: Inference based on the vector autoregressive and moving average model -- 5: Inference on change in causality measures -- 6: Simulation performance of estimation methods -- 7: Empirical analysis of macroeconomic series -- 8: Empirical analysis of change in causality measures -- 9: Conclusion -- Appendix -- References -- Index. |
| 650 #0 - SUBJECT | |
| Keyword | Statistics . |
| 650 14 - SUBJECT | |
| Keyword | Statistical Theory and Methods. |
| 650 24 - SUBJECT | |
| Keyword | Statistics for Life Sciences, Medicine, Health Sciences. |
| 650 24 - SUBJECT | |
| Keyword | Statistics for Business, Management, Economics, Finance, Insurance. |
| 650 24 - SUBJECT | |
| Keyword | Statistics for Social Sciences, Humanities, Law. |
| 650 24 - SUBJECT | |
| Keyword | Statistics and Computing/Statistics Programs. |
| 650 24 - SUBJECT | |
| Keyword | Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Oya, Kosuke. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Takimoto, Taro. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Kinoshita, Ryo. |
| 856 40 - ONLINE RESOURCES | |
| url | https://doi.org/10.1007/978-981-10-6436-4 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | e-Books |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 912 ## - | |
| -- | ZDB-2-SXMS |
| Home library | Current library | Full call number | Accession number | Koha item type |
|---|---|---|---|---|
| Central Library, Sikkim University | Central Library, Sikkim University | 519.5 | E-3029 | e-Books |