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

By: Wei, William W. S.
Material type: TextText Language of document:EnglishSeries: Series: Publisher: Publisher: Hoboken, NJ : John Wiley & Sons, 2019Edition: Description: Description: xvi, 518 p. ; 25 cm.ISBN: 9781119502852 (hardcover).Other title: Uniform titles: Subject(s): Time-series analysisDDC classification: 519.55
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.
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Item type Current library Collection Call number Status Date due Barcode
Book Book Dr. B. R. Ambedkar Central Library
Science 		Science Collections 519.55 W4247 Mu (Browse shelf(Opens below)) Available 264584

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.

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