000			04321cam a2200433 i 4500
999			_c60667 _d60667
001			20946968
003			CITU
005			20230217093949.0
006			m |o d |
007			cr |n|||||||||
008			190424s2019 nju ob 001 0 eng
010			_a 2019020234
020			_a9781119502944 (Adobe PDF)
020			_a9781119502937 (ePub)
020			_z9781119502951
040			_aDLC _beng _erda _cDLC _dDLC
041			_aeng.
042			_apcc
050	1	0	_aQA280
082	0	0	_a519.55 _223
100	1		_aWei, William W. S., _eauthor.
245	1	0	_aMultivariate time series analysis and applications / _cWilliam W.S. Wei.
264		1	_aHoboken, NJ : _bJohn Wiley & Sons, _c2019.
300			_a1 online resource (536 pages).
336			_2rdacontent _atext _btxt
337			_2rdamedia _acomputer _bc
338			_2rdacarrier _aonline resource _bcr
490	0		_aWiley series in probability and statistics
500			_aABOUT THE AUTHOR 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			_aIncludes bibliographical references and indexes.
505	0		_aFundamental 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			_aAn essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field 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. 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. Written by bestselling author and leading expert in the field Covers topics not yet explored in current multivariate books Features classroom tested material Written specifically for time series courses 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			_a500-599 _b519
588			_aDescription based on print version record and CIP data provided by publisher.
650		0	_aTime-series analysis.
655		4	_aElectronic books.
856			_yFull text available at Wiley Online Library Click here to view _uhttps://onlinelibrary.wiley.com/doi/book/10.1002/9781119502951
942			_2ddc _cER