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

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 h...

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Bibliographic Details

Online Access:	Full Text (via O'Reilly/Safari)
Main Author:	Wei, William W. S. (Author)
Format:	Electronic eBook
Language:	English
Published:	Hoboken, NJ : John Wiley & Sons, 2019.
Series:	Wiley series in probability and statistics.
Subjects:	Time-series analysis. Econometric models R (Computer program language) Time-series analysis