Multivariate time series analysis with R and financial applications

Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes...

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Κύριος συγγραφέας: Tsay, Ruey S. 1951- (Συγγραφέας)
Μορφή: Βιβλίο
Γλώσσα:English
Έκδοση: Hoboken, N.J. Wiley 2014.
Σειρά:Wiley series in probability and statistics
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