TY - BOOK AU - Wei,William W.S. TI - Multivariate time series analysis and applications T2 - Wiley series in probability and statistics SN - 9781119502852 (hardcover) U1 - 519.55 PY - 2019/// PB - WIley KW - Time-series analysis N1 - 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 ER -