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Robust Multivariate and Nonlinear Time Series Models

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ISBN-10: 3843357811

ISBN-13: 9783843357814

Edition: N/A

Authors: Ravi Ramakrishnan

List price: $82.00
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Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use of multivariate or vector time series models and algorithms in analyzing and understanding the relationships that these variables share with each other. While robustness and time series modeling have been vastly researched individually in the past, application of robust methods to estimate time series…    
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Book details

List price: $82.00
Publisher: Lambert Academic Publishing
Binding: Paperback
Pages: 156
Size: 6.00" wide x 9.00" long x 0.36" tall
Weight: 0.528
Language: English