Multivariate Time Series Analysis 2024 pdf epub mobi 電子書 下載


Multivariate Time Series Analysis

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Multivariate Time Series Analysis pdf epub mobi 著者簡介

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.


Multivariate Time Series Analysis pdf epub mobi 圖書描述

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 電子書 下載

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Multivariate Time Series Analysis 2024 pdf epub mobi 電子書 下載

Multivariate Time Series Analysis 2024 pdf epub mobi 電子書 下載

Multivariate Time Series Analysis 2024 pdf epub mobi 電子書 下載



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出版者:Wiley
作者:Ruey S. Tsay
出品人:
頁數:520
譯者:
出版時間:2013-12-9
價格:USD 135.00
裝幀:Hardcover
isbn號碼:9781118617908
叢書系列:Wiley Series in Probability and Statistics

圖書標籤: R  TimeSeries  金融  統計學  統計  經濟學  科普  時間序列   


Multivariate Time Series Analysis 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
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評分

研究生級彆的教材,寫得挺好,就是這個領域現在發展挺快的,很多新進展還沒有包括進來。

評分

研究生級彆的教材,寫得挺好,就是這個領域現在發展挺快的,很多新進展還沒有包括進來。

評分

研究生級彆的教材,寫得挺好,就是這個領域現在發展挺快的,很多新進展還沒有包括進來。

評分

研究生級彆的教材,寫得挺好,就是這個領域現在發展挺快的,很多新進展還沒有包括進來。

評分

研究生級彆的教材,寫得挺好,就是這個領域現在發展挺快的,很多新進展還沒有包括進來。

Multivariate Time Series Analysis 2024 pdf epub mobi 電子書 下載


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