Multivariate Time Series Analysis

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An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highl
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The use of methods of time series analysis in the study of multivariate time series has become of increased interest in recent years. Although the methods are r
Multivariate Time Series Analysis
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An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Appli
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With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and researc