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Advances in time series methods and applications. The A. Ian McLeod festschrift, University of Ontario, ON, Canada, June 2–3, 2014. (English) Zbl 1362.62010
Fields Institute Communications 78. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-6567-0/hbk; 978-1-4939-6568-7/ebook). viii, 293 p. (2016).

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The articles of mathematical interest will be reviewed individually.
Indexed articles:
Li, W. K., Ian McLeod’s contribution to time series analysis – a tribute, 1-16 [Zbl 1367.62009]
Liu, Zi Zhen; Kulperger, Reg; Yu, Hao, The doubly adaptive Lasso for vector autoregressive models, 17-46 [Zbl 1367.62218]
Duchesne, Pierre; Hong, Yongmiao, On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators, 47-106 [Zbl 1367.62254]
Zheng, Yao; Li, Yang; Li, Wai Keung; Li, Guodong, Diagnostic checking for Weibull autoregressive conditional duration models, 107-114 [Zbl 1367.62269]
Tai, M. T.; Yang, Y. X.; Ling, S. Q., Diagnostic checking for partially nonstationary multivariate ARMA models, 115-130 [Zbl 1367.62265]
Katayama, Naoya, The portmanteau tests and the LM test for ARMA models with uncorrelated errors, 131-150 [Zbl 1368.62240]
Dufour, Jean-Marie; Trognon, Alain; Tuvaandorj, Purevdorj, Generalized \(C(\alpha)\) tests for estimating functions with serial dependence, 151-178 [Zbl 1367.62255]
Sutradhar, Brajendra C.; Prabhakar Rao, R., Regression models for ordinal categorical time series data, 179-194 [Zbl 1367.62264]
Xia, Qiang; Wong, Heung, Identification of threshold autoregressive moving average models, 195-214 [Zbl 1367.62268]
Zhang, Y.; Cabilio, P.; Nadeem, K., Improved seasonal Mann-Kendall tests for trend analysis in water resources time series, 215-229 [Zbl 1368.62305]
Provost, Serge B., A brief derivation of the asymptotic distribution of Pearson’s statistic and an accurate approximation to its exact distribution, 231-237 [Zbl 1368.62039]
Tunnicliffe Wilson, Granville, Atmospheric CO\(_2\) and global temperatures: the strength and nature of their dependence, 259-278 [Zbl 1368.62303]
Gel, Yulia R.; Lyubchich, Vyacheslav; Ahmed, S. Ejaz, Catching uncertainty of wind: a blend of sieve bootstrap and regime switching models for probabilistic short-term forecasting of wind speed, 279-293 [Zbl 1368.62300]
62-06 Proceedings, conferences, collections, etc. pertaining to statistics
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B54 Special types of economic markets (including Cournot, Bertrand)
62P20 Applications of statistics to economics
62P12 Applications of statistics to environmental and related topics
00B25 Proceedings of conferences of miscellaneous specific interest
00B30 Festschriften
Biographic References:
McLeod, A. Ian
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