Overview
This book gives a brief survey of the theory of multidimensional (multivariate), weakly stationary time series, with emphasis on dimension reduction and prediction.
Book details: Multidimensional Stationary Time Series: Dimension Reduction and Prediction by author Marianna Bolla, Tamã¡S Szabados, Published by Chapman and Hall/CRC, in Hardcover binding, 292 pages, ISBN 9780367569327
Book details: Multidimensional Stationary Time Series: Dimension Reduction and Prediction by author Marianna Bolla, Tamã¡S Szabados, Published by Chapman and Hall/CRC, in Hardcover binding, 292 pages, ISBN 9780367569327
