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Multivariate time series analysis an...

Wei, William W. S.,

Multivariate time series analysis and applications /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Multivariate time series analysis and applications /William W.S. Wei.
Author:	Wei, William W. S.,
Published:	Hoboken, NJ :John Wiley & Sons,2019.
Description:	xvi, 518 p. :ill. ;25 cm.
Subject:	Time-series analysis.
ISBN:	9781119502852 :

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

Multivariate time series analysis and applications /William W.S. Wei. - Hoboken, NJ :John Wiley & Sons,2019. - xvi, 518 p. :ill. ;25 cm. - Wiley series in probability and statistics. - Wiley series in probability and statistics..

Includes bibliographical references and indexes.

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.

ISBN: 9781119502852 :$100

LCCN: 2018054707Subjects--Topical Terms:

181890
Time-series analysis.

LC Class. No.: QA280 / W415 2019

Dewey Class. No.: 519.5/5

Multivariate time series analysis and applications /
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050 0 0 $a QA280 $b W415 2019
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100 1 $a Wei, William W. S., $e author. $3 829151
245 1 0 $a Multivariate time series analysis and applications / $c William W.S. Wei.
260 $a Hoboken, NJ : $b John Wiley & Sons, $c 2019.
300 $a xvi, 518 p. : $b ill. ; $c 25 cm.
490 1 $a Wiley series in probability and statistics
504 $a Includes bibliographical references and indexes.
505 0 $a 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.
650 0 $a Time-series analysis. $3 181890
776 0 8 $i Online version: $a Wei, William W. S., author. $t Multivariate time series analysis and applications $d Hoboken, NJ : John Wiley & Sons, 2019 $z 9781119502944 $w (DLC) 2019020234
830 0 $a Wiley series in probability and statistics. $3 324851