Name: Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics) (en Inglés)
Price: 128200.00 CLP
Availability: InStock
Author: William W. S. Wei
ISBN: 9781119502852

portada Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics) (en Inglés)

Formato

Libro Físico

Editorial

Wiley

Autor

William W. S. Wei

Año

2019

Idioma

Inglés

N° páginas

680

Encuadernación

Tapa Dura

ISBN13

9781119502852

N° edición

Categorías

Probabilidad y estadística

Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics) (en Inglés)

William W. S. Wei (Autor) · Wiley · Tapa Dura

Libro Físico

$ 128.200

$ 213.660

Ahorras: $ 85.460

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Origen: Reino Unido (Costos de importación incluídos en el precio)

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Reseña del libro "Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics) (en Inglés)"

An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highly successful and much lauded book, Time Series Analysis—Univariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series. With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis. Written by bestselling author and leading expert in the field Covers topics not yet explored in current multivariate books Features classroom tested material Written specifically for time series courses Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering.