Wei, William W. S., <br/><br/>
Multivariate time series analysis and applications / 
William W.S. Wei. 
 -  WIley  2019 
 - xvi, 518pages 
 - Wiley series in probability and statistics .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9781119502852 (hardcover) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Time-series analysis.
<br/><br/><label>Dewey Class. No.: </label>519.55  / WEI