Skip to content

Robust Multivariate and Nonlinear Time Series Models

Spend $50 to get a free movie!

ISBN-10: 3843357811

ISBN-13: 9783843357814

Edition: N/A

Authors: Ravi Ramakrishnan

List price: $82.00
Blue ribbon 30 day, 100% satisfaction guarantee!
Out of stock
what's this?
Rush Rewards U
Members Receive:
Carrot Coin icon
XP icon
You have reached 400 XP and carrot coins. That is the daily max!

Description:

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…    
Customers also bought

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