Wei, William W.S. Multivariate time series analysis and applications / William W.S. Wei. - Hoboken, New Jersey : John Wiley & Sons, 2019. - xii, 518 p. : charts ; 24 cm. - Wiley series in probability and statistics . Includes bibliographical references and index. ISBN: 9781119502852 Subjects--Topical Terms: Time-series analysis. LC Class. No.: QA280 / .W445 2019