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Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics) - Hardcover
Synopsis
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 high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series.
With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis.
- Written by bestselling author and leading expert in the field
- Covers topics not yet explored in current multivariate books
- Features classroom tested material
- Written specifically for time series courses
Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering.
"synopsis" may belong to another edition of this title.
About the Author
William W.S. Wei, PhD, is a Professor of Statistics at Temple University in Philadelphia, Pennsylvania, USA. He has been a Visiting Professor at many universities including Nankai University in China, National University of Colombia in Colombia, Korea University in Korea, National Chiao Tung University, National Sun Yat-Sen University, and National Taiwan University in Taiwan, and Middle East Technical University in Turkey. His research interests include time series analysis, forecasting methods, high dimensional problems, statistical modeling, and their applications.
"About this title" may belong to another edition of this title.
- PublisherWiley
- Publication date2019
- ISBN 10 1119502853
- ISBN 13 9781119502852
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages536
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Multivariate Time Series Analysis and Applications (Hardcover)
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John Wiley & Sons Inc, New York, 2019
ISBN 10: 1119502853
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Hardcover. Condition: new. Hardcover. 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 AnalysisUnivariate and Multivariate Methods, this new work by William W.S. Wei focuses on high dimensional multivariate time series, and is illustrated with numerous high dimensional empirical time series. Beginning with the fundamentalconcepts and issues of multivariate time series analysis,this book covers many topics that are not found in general multivariate time series books. Some of these are repeated measurements, space-time series modelling, and dimension reduction. The book also looks at vector time series models, multivariate time series regression models, and principle component analysis of multivariate time series. Additionally, it provides readers with information on factor analysis of multivariate time series, multivariate GARCH models, and multivariate spectral analysis of time series. With the development of computers and the internet, we have increased potential for data exploration. In the next few years, dimension will become a more serious problem. Multivariate Time Series Analysis and its Applications provides some initial solutions, which may encourage the development of related software needed for the high dimensional multivariate time series analysis. Written by bestselling author and leading expert in the fieldCovers topics not yet explored in current multivariate booksFeatures classroom tested materialWritten specifically for time series courses Multivariate Time Series Analysis and its Applications is designed for an advanced time series analysis course. It is a must-have for anyone studying time series analysis and is also relevant for students in economics, biostatistics, and engineering. Due to high-speed internet and the power and speed of the new generation of computers, a researcher now faces somevery challenging phenomena and must deal with an ever-increasing amount of data. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781119502852
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Condition: New. William W.S. Wei, PhD, is a Professor of Statistics at Temple University in Philadelphia, Pennsylvania, USA. He has been a Visiting Professor at many universities including Nankai University in China, National University of Colombia in Colombia, Korea Unive. Seller Inventory # 257170682
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