An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series AnalysisβUnivariate and Multivariate Methods, this new work by William W.S. Wei focuses on hi
Multivariate time series analysis and applications
β Scribed by WEI
- Publisher
- JOHN WILEY
- Year
- 2020
- Tongue
- English
- Leaves
- 528
- Category
- Library
No coin nor oath required. For personal study only.
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An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series Analysis-Univariate and Multivariate Methods , this new work by William W.S. Wei focuses on h
<p><b>An accessible guide to the multivariate time series tools used in numerous real-world applications</b></p><p><i>Multivariate Time Series Analysis: With R and Financial Applications </i>is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of
xxii, 614 pages ; 24 cm
This book is concerned with the analysis of multivariate time series data. Such data might arise in business and economics, engineering, geophysical sciences, agriculture, and many other fields. The emphasis is on providing an account of the basic concepts and methods which are useful in analyzing s