Granville Tunnicliffe Wilson / John Haywood / Marco Reale
Librería Samer Atenea
Kálamo Books
Librería Elías (Asturias)
Librería Kolima (Madrid)
Librería Proteo (Málaga)
This book addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. It shows how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vector) time series data. The book presents several extensions to the standard autoregressive mo