Outlier Robust Analysis of Economic Time Series (Advanced Texts in Econometrics) Год выпуска: 2008Автор: Andre Lucas, Philip Hans Franses, Dick Van DijkИздательство: Страниц: 270ISBN: 0199247013Описание This is a concise introduction to the literature on the statistical analysis of atypical observations in economic and financial time series. It shows how statistical techniques usually applied to cross-sectional data can be applied to time series in order to avoid the use of inappropriate models.
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Владимир, 11.10 Спасибо за работу, защитил на пять. Думаю скоро обратиться опять, правда уже не с такими сжатыми сроками.
