Store besparelser
Hurtig levering
Fri fragt over 499,-
Gemte
Log ind
0
Kurv
Kurv
Models for Dependent Time Series
Engelsk
Bogcover for Models for Dependent Time Series af John Haywood, Granville Tunnicliffe Wilson, Marco Reale, 9780367570521
Specifikationer
Sprog:
Engelsk
Sider:
340
ISBN-13:
9780367570521
Indbinding:
Paperback
ISBN-10:
0367570521
Udg. Dato:
30 jun 2020
Størrelse i cm:
23,4 x 15,6
Oplagsdato:
30 jun 2020

Models for Dependent Time Series

Engelsk
Paperback 2020
Format:

Bog beskrivelse

Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.





The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational material for the remaining chapters, which cover the construction of structural models and the extension of vector autoregressive modeling to high frequency, continuously recorded, and irregularly sampled series. The final chapter combines these approaches with spectral methods for identifying causal dependence between time series.



Web Resource
A supplementary website provides the data sets used in the examples as well as documented MATLAB® functions and other code for analyzing the examples and producing the illustrations. The site also offers technical details on the estimation theory and methods and the implementation of the models.

... Vis mere

Forlags Vejl. pris
9.321,40 kr
Hos Booktok
527 kr
spar 94%
Læg i kurv nu
Sikker betaling
23 - 25 hverdage

Specifikationer
Sprog:
Engelsk
Sider:
340
ISBN-13:
9780367570521
Indbinding:
Paperback
ISBN-10:
0367570521
Udg. Dato:
30 jun 2020
Størrelse i cm:
23,4 x 15,6
Oplagsdato:
30 jun 2020
Finder produkter...
Kategori sammenhænge