Multivariate time series analysis and applications

by Wei, William W. S.

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Title Statements

Full title :Multivariate time series analysis and applications / William W.S. Wei.

Edition Statements

Publication Date:©2019.

Publication Statements

Publisher(s):John Wiley & Sons
Place of Publication:Hoboken, NJ
Language:eng
Publication Date:©2019.

Notes

Includes companion website: www.wiley.com/go/wei/datasets.

The Physical Object

Description:1 online resource xviii, 519 pages) : : illustrations.

Edition Identifiers

ISBN:9781119502944, 1119502942, 9781119502937, 1119502934, 9781119502951, 1119502950
oclc:on1311348140
LC Classification:QA280
Dewey Decimal:519.5/5

Fundamental concepts and issues of multivariate time series analysis -- Vector time series models -- Multivariate time series regression models -- Principle component analysis of multivariate time series -- Factor analysis of multivariate time series -- Multivariate garch models -- Repeated measurements -- Space-time series models -- Multivariate spectral analysis of time series -- Dimension reduction in high dimensional multivariate time series analysis.

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