Showing posts with label Marc S. Paolella. Show all posts
Showing posts with label Marc S. Paolella. Show all posts

Jul 11, 2019

Linear Models and Time-Series Analysis

Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH (Wiley Series in Probability and Statistics) by Marc S. Paolella (Author)

A comprehensive and timely edition on an emerging new trend in time series Linear Models and Time-Series Analysis: Regression, ANOVA, ARMA and GARCH sets a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace).