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Models for Dependent Time Series

By Granville Tunnicliffe Wilson

Product Image: Models for Dependent Time Series

Models for Dependent Time Series

- Default Title
Description
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 model and other novel material developed by the authors that has not been published elsewhere. Data sets, MATLAB® code, and additional material are available on a supplementary website.
Product details
Edition:
illustrated
Number of Pages:
342
Release Date:
2015-07-29
Publication Date:
2015-07-29
Publisher:
Chapman and Hall/CRC
Languages:
Original: English
ISBN10:
1584886501
ISBN13:
9781584886501
Weight:
678 g
Height:
161 cm
Width:
240 cm
Thickness:
23 cm
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