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Models for Dependent Time Series
Paperback
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Prob
ISBN13: 9780367570521
Publisher: CRC Press
Published: Jun 30 2020
Pages: 340
Weight: 1.19
Height: 0.90 Width: 6.10 Depth: 9.10
Language: English
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 mo
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