Multivariate Time Series Analysis 2024 pdf epub mobi 电子书


Multivariate Time Series Analysis

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Multivariate Time Series Analysis 2024 pdf epub mobi 电子书 著者简介

RUEY S. TSAY, PhD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. He has written over 125 published articles in the areas of business and economic forecasting, data analysis, risk management, and process control. A Fellow of the American Statistical Association, the Institute of Mathematical Statistics, and Academia Sinica, Dr. Tsay is author of Analysis of Financial Time Series, Third Edition and An Introduction to Analysis of Financial Data with R, and coauthor of A Course in Time Series Analysis, all published by Wiley.


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发表于2024-12-23

Multivariate Time Series Analysis 2024 pdf epub mobi 电子书

Multivariate Time Series Analysis 2024 pdf epub mobi 电子书

Multivariate Time Series Analysis 2024 pdf epub mobi 电子书



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出版者:Wiley
作者:Ruey S. Tsay
出品人:
页数:520
译者:
出版时间:2013-12-9
价格:USD 135.00
装帧:Hardcover
isbn号码:9781118617908
丛书系列:Wiley Series in Probability and Statistics

图书标签: R  TimeSeries  金融  统计学  统计  经济学  科普  时间序列   


Multivariate Time Series Analysis 2024 pdf epub mobi 电子书 图书描述

Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research. The book utilizes the freely available R software package to explore complex data and illustrate related computation and analyses in a user-friendly way. An author-maintained website features additional data sets in R, Matlab and Stata scripts so readers can create their own simulations and test their comprehension of the presented techniques.

Multivariate Time Series Analysis 2024 pdf epub mobi 电子书

Multivariate Time Series Analysis 2024 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
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研究生级别的教材,写得挺好,就是这个领域现在发展挺快的,很多新进展还没有包括进来。

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研究生级别的教材,写得挺好,就是这个领域现在发展挺快的,很多新进展还没有包括进来。

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研究生级别的教材,写得挺好,就是这个领域现在发展挺快的,很多新进展还没有包括进来。

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研究生级别的教材,写得挺好,就是这个领域现在发展挺快的,很多新进展还没有包括进来。

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研究生级别的教材,写得挺好,就是这个领域现在发展挺快的,很多新进展还没有包括进来。

Multivariate Time Series Analysis 2024 pdf epub mobi 电子书


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