Multidimensional Stationary Time Series Dimension Reduction and Prediction |
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| Author:
| Bolla, Marianna
Szabados, Tamás |
| ISBN: | 978-1-000-39240-1 |
| Publication Date: | Apr 2021 |
| Publisher: | CRC Press LLC
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| Imprint: | Chapman & Hall/CRC |
| Book Format: | Digital (delivered electronically) |
| List Price: | USD $58.95USD $225.00USD $165.00 |
Book Description:
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This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction.
This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction.