Multivariate time series analysis and applications

DOI10.1002/9781119502951zbMATH Open1476.62004OpenAlexW2916970862MaRDI QIDQ4629784FDOQ4629784

Authors: 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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

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• On a matrix-valued autoregressive model
• The linear fuzzy space: theory and applications
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Uses Software

• R

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