Models for dependent time series
Auteur :
Tunnicliffe Wilson, Granville / Reale, Marco / Haywood, John
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367570521
Date de publication :
30 juin 2020
Dimensions :
23,4 x 15,6 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. It shows how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data. The book presents several extensions to the standard autoregressive mo