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Causally Appropriate Graphical Modelling of Time Series

  • Couverture cartonnée
  • 108 Nombre de pages
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This work provides an accessible introduction to the use of causally appropriate graphical modelling of time series data. This inc... Lire la suite
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Description

This work provides an accessible introduction to the use of causally appropriate graphical modelling of time series data. This includes a discussion of what role, if any, causality has in the field of statistics with specific reference given to Granger-causality. The graphical modelling for time series approach, GMTS, proposed by Reale (1998) is presented and critically assessed with reference to the analysis of datasets from economics, ecology and the environmental sciences. This book is recommended for anyone who is interested in, or would like an introduction to, the application of graphical modelling for time series analysis and/or issues surrounding causation in statistics. In addition, many prospects and challenges are identified for future research in the wide range of fields given treatment in this thesis.

Informations sur le produit

Titre: Causally Appropriate Graphical Modelling of Time Series
Sous-titre: With Application to Economics, Ecology and Environmental Science
Auteur:
Code EAN: 9783639021950
ISBN: 3639021959
Format: Couverture cartonnée
Genre: Mathématique
nombre de pages: 108
Poids: 177g
Taille: H220mm x B150mm x T6mm
Parution: 01.06.2008
Année: 2008

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