Multivariate time series analysis and applications
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...
| Formato: | Libro electrónico |
|---|---|
| Publicado: |
Hoboken, N.J.:
Wiley
2019.
Hoboken, N.J. : 2019. |
| Edición: | 1st edition |
| Colección: | Wiley series in probability and statistics.
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630653106719 |
Tabla de Contenidos:
- 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.
