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.

9781119502852


Time-series analysis.

QA280 / .W445 2019