MODELS FOR DEPENDENT TIME SERIES - Couverture rigide

TUNNICLIFFE WILSON,

Couverture rigide

ISBN 10 : 0367241013 ISBN 13 : 9780367241018

Editeur : TAYLOR & FRANCIS, 2019

Synopsis

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.

Détails de l'édition

• Éditeur: TAYLOR & FRANCIS
• Date d'édition: 2019
• Langue: anglais
• ISBN 10: 0367241013
• ISBN 13: 9780367241018
• Reliure: Relié
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible