| 000 -LEADER |
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| fixed length control field |
04321cam a2200433 i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
20946968 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
CITU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230217093949.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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| fixed length control field |
m |o d | |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr |n||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
190424s2019 nju ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER |
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| LC control number |
2019020234 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781119502944 (Adobe PDF) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9781119502937 (ePub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| Cancelled/invalid ISBN |
9781119502951 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Description conventions |
rda |
| Transcribing agency |
DLC |
| Modifying agency |
DLC |
| 041 ## - LANGUAGE CODE |
|---|
| Language code of text/sound track or separate title |
eng. |
| 042 ## - AUTHENTICATION CODE |
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| Authentication code |
pcc |
| 050 10 - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
QA280 |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.55 |
| Edition number |
23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Preferred name for the person |
Wei, William W. S., |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Multivariate time series analysis and applications / |
| Statement of responsibility, etc |
William W.S. Wei. |
| 264 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Hoboken, NJ : |
| Name of publisher, distributor, etc |
John Wiley & Sons, |
| Date of publication, distribution, etc |
2019. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
1 online resource (536 pages). |
| 336 ## - CONTENT TYPE |
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| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
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| Source |
rdamedia |
| Media type term |
computer |
| Media type code |
c |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
online resource |
| Carrier type code |
cr |
| 490 0# - SERIES STATEMENT |
|---|
| Series statement |
Wiley series in probability and statistics |
| 500 ## - GENERAL NOTE |
|---|
| General note |
ABOUT THE AUTHOR<br/>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. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
|---|
| Bibliography, etc |
Includes bibliographical references and indexes. |
| 505 0# - CONTENTS |
|---|
| Formatted contents note |
Fundamental concepts and issues of multivariate time series analysis -- Vector time series models -- Multivariate time series regression models -- Principle component analysis of multivariate time series -- Factor analysis of multivariate time series -- Multivariate garch models -- Repeated measurements -- Space-time series models -- Multivariate spectral analysis of time series -- Dimension reduction in high dimensional multivariate time series analysis. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field<br/><br/>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.<br/><br/>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.<br/><br/>Written by bestselling author and leading expert in the field<br/>Covers topics not yet explored in current multivariate books<br/>Features classroom tested material<br/>Written specifically for time series courses<br/>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. |
| 526 ## - STUDY PROGRAM INFORMATION NOTE |
|---|
| -- |
500-599 |
| -- |
519 |
| 588 ## - SOURCE OF DESCRIPTION NOTE |
|---|
| Source of description note |
Description based on print version record and CIP data provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Time-series analysis. |
| 655 #4 - INDEX TERM--GENRE/FORM |
|---|
| Genre/form data or focus term |
Electronic books. |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Link text |
Full text available at Wiley Online Library Click here to view |
| Uniform Resource Identifier |
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119502951 |
| 942 ## - ADDED ENTRY ELEMENTS |
|---|
| Source of classification or shelving scheme |
|
| Item type |
EBOOK |