Amazon cover image
Image from Amazon.com
Image from Google Jackets
Image from OpenLibrary

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

By: Material type: TextTextSeries: Publication details: WIley 2019Description: xvi, 518pagesISBN:
  • 9781119502852 (hardcover)
Subject(s): DDC classification:
  • 519.55 WEI
Contents:
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.
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Home library Call number Status Date due Barcode
Book Book Dept. of Computer Science Reference Dept. of Computer Science 519.55 WEI (Browse shelf(Opens below)) Available DCS4715

Includes bibliographical references and index.

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.

There are no comments on this title.

to post a comment.