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Multivariate time series analysis and applications /
| Hlavní autor: | |
|---|---|
| Médium: | Printed Book |
| Vydáno: |
WIley
2019
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| Edice: | Wiley series in probability and statistics
|
| Témata: |
Obsah:
- 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.