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Multidimensional Stationary Time Series: Dimension Reduction and Prediction
Hardcover
ISBN13: 9780367569327
Publisher: CRC Press
Published: Apr 30 2021
Pages: 318
Weight: 1.30
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English
This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction.
1 different editions
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