Multivariate Time Series Analysis and Applications

DOI10.1002/9781119502951zbMath1476.62004OpenAlexW2916970862MaRDI QIDQ4629784

William W. S. Wei

Publication date: 28 March 2019

Published in: Wiley Series in Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/9781119502951

zbMATH Keywords

dimension reductionfactor analysismultivariate time seriesPCAmultivariate GARCHspace-time series, multivariate spectral analysis

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (7)

A new non‐parametric cross‐spectrum estimator ⋮ An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes ⋮ Extremal event graphs: a (stable) tool for analyzing noisy time series data ⋮ Singular Value Decomposition of Dual Matrices and its Application to Traveling Wave Identification in the Brain ⋮ A simple nearly unbiased estimator of cross‐covariances ⋮ The linear fuzzy space: theory and applications ⋮ Wavelet-based fuzzy clustering of interval time series

Uses Software

• R

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