Models for dependent time series

MaRDI QIDQ2947861zbMATH OpenFDO

Authors G. Tunnicliffe Wilson, Marco Reale, John Haywood

Publication date 29 September 2015

Full work available at URL http://www.crcnetbase.com/isbn/9781420011500

Mathematics Subject Classification ID

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

Recommendations

• Elements of multivariate time series analysis
• scientific article; zbMATH DE number 2199188
• Multivariate time series analysis and applications
• scientific article; zbMATH DE number 42743
• Introduction to modern time series analysis

Cited in

(8)

• On constrained estimation of graphical time series models
• Characterizing interdependencies of multiple time series. Theory and applications
• Stochastic models for time series
• Statistical learning for big dependent data
• Atmospheric CO₂ and global temperatures: the strength and nature of their dependence
• Analysis of air quality time series of Hong Kong with graphical modeling
• Time Series Models
• Modeling cycles and interdependence in irregularly sampled geophysical time series

Describes a project that uses

Uses Software

• Matlab

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