Multidimensional Stationary Time Series: Dimension Reduction and Prediction

By Tams Szabados, Marianna Bolla, Tamás Szabados

Book Overview

This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction.

• Format: Hardcover
• Language: English
• ISBN: 0367569329
• ISBN13: 9780367569327
• Release Date: April 2021
• Publisher: CRC Press
• Length: 318 Pages
• Weight: 1.30 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"