Models for Dependent Time Series | Agenda Bookshop
Skip to content
Online orders placed from 19/12 onward will not arrive in time for Christmas.
Online orders placed from 19/12 onward will not arrive in time for Christmas.
A01=Granville Tunnicliffe Wilson
A01=John Haywood
A01=Marco Reale
Age Group_Uncategorized
Age Group_Uncategorized
Author_Granville Tunnicliffe Wilson
Author_John Haywood
Author_Marco Reale
automatic-update
Category1=Non-Fiction
Category=KCHS
Category=PBT
COP=United Kingdom
Delivery_Pre-order
Language_English
PA=Temporarily unavailable
Price_€50 to €100
PS=Active
softlaunch

Models for Dependent Time Series

Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data.

The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational material for the remaining chapters, which cover the construction of structural models and the extension of vector autoregressive modeling to high frequency, continuously recorded, and irregularly sampled series. The final chapter combines these approaches with spectral methods for identifying causal dependence between time series.

Web ResourceA supplementary website provides the data sets used in the examples as well as documented MATLAB® functions and other code for analyzing the examples and producing the illustrations. The site also offers technical details on the estimation theory and methods and the implementation of the models.

See more
Current price €56.69
Original price €62.99
Save 10%
A01=Granville Tunnicliffe WilsonA01=John HaywoodA01=Marco RealeAge Group_UncategorizedAuthor_Granville Tunnicliffe WilsonAuthor_John HaywoodAuthor_Marco Realeautomatic-updateCategory1=Non-FictionCategory=KCHSCategory=PBTCOP=United KingdomDelivery_Pre-orderLanguage_EnglishPA=Temporarily unavailablePrice_€50 to €100PS=Activesoftlaunch

Will deliver when available.

Product Details
  • Weight: 630g
  • Dimensions: 156 x 234mm
  • Publication Date: 30 Jun 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: United Kingdom
  • Language: English
  • ISBN13: 9780367570521

About Granville Tunnicliffe WilsonJohn HaywoodMarco Reale

Granville Tunnicliffe Wilson is a reader emeritus in the Department of Mathematics and Statistics at Lancaster University UK. His research focuses on methodology and software for time series modeling and prediction.Marco Reale is an associate professor in the School of Mathematics and Statistics at the University of Canterbury New Zealand. His research interests include time series analysis statistical learning and stochastic optimization.John Haywood is a senior lecturer in the School of Mathematics and Statistics at Victoria University of Wellington New Zealand. His research interests include time series analysis seasonal modeling and statistical applications particularly in ecology.

Customer Reviews

Be the first to write a review
0%
(0)
0%
(0)
0%
(0)
0%
(0)
0%
(0)
We use cookies to ensure that we give you the best experience on our website. If you continue we'll assume that you are understand this. Learn more
Accept