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Multivariate Time Series Analy

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Multivariate Time Series Analy - Tsay, Ruey S
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"Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible ...

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Multivariate Time Series Analy 2013, Wiley

ISBN-13: 9781118617908

Hardcover