Characterizing Interdependencies of Multiple Time Series : Theory and Applications / Yuzo Hosoya ... [et al.]
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Titolo: |
Characterizing Interdependencies of Multiple Time Series : Theory and Applications / Yuzo Hosoya ... [et al.]
|
| Pubblicazione: | Singapore, : Springer, 2017 |
| Titolo uniforme: | Characterizing Interdependencies of Multiple Time Series |
| Descrizione fisica: | x, 133 p. : ill. ; 24 cm |
| Soggetto topico: | 62H12 - Estimation in multivariate analysis [MSC 2020] |
| 62-XX - Statistics [MSC 2020] | |
| 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] | |
| 62P20 - Applications of statistics to economics [MSC 2020] | |
| 91B84 - Economic time series analysis [MSC 2020] | |
| 62H20 - Measures of association (correlation, canonical correlation, etc.) [MSC 2020] | |
| Soggetto non controllato: | Autoregressive Moving-average Model |
| Canonical Factorization | |
| Causal Analysis | |
| Large sample tests | |
| Prediction Error | |
| Persona (resp. second.): | Hosoya, Yuzo |
| Titolo autorizzato: | Characterizing Interdependencies of Multiple Time Series |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0124132 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-981-10-6436-4 |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in Statistics. JSS research series in statistics Berlin [etc.] . -Springer