An essential guide on high dimensional multivariate time series including all the latest topics from one of the leading experts in the field Following the highl

This book offers comprehensive information on the theory, models and algorithms involved in state-of-the-art multivariate time series analysis and highlights se

An accessible guide to the multivariate time series tools used in numerous real-world applications Multivariate Time Series Analysis: With R and Financial Appli

The use of methods of time series analysis in the study of multivariate time series has become of increased interest in recent years. Although the methods are r

With its broad coverage of methodology, this comprehensive book is a useful learning and reference tool for those in applied sciences where analysis and researc