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Название: Multivariate Time Series Analysis and Applications
Автор: William W.S. Wei
Издательство: John Wiley & Sons
Год: 2019
Формат: PDF
Страниц: 528
Размер: 16,12 МБ
Язык: English
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 high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction.