Autor: Wai Keung Li

This volume reviews and summarizes some of A. I. Mc Leod’s significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants …

Contents:

• Heavy-Tailed and Nonlinear Continuous-Time ARMA Models for Financial Time Series (P J Brockwell)
• Nonlinear State Space Model Approach to Financial Time Series with Time-Va …

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 remai …