ABSTRACT

Models for Dependent Time Series addresses the issues that arise and the methodology that can be applied when the dependence between time series is described and modeled. Whether you work in the economic, physical, or life sciences, the book shows you how to draw meaningful, applicable, and statistically valid conclusions from multivariate (or vect

chapter 1|18 pages

Introduction and overview

chapter 3|44 pages

Spectral analysis of dependent series

chapter 4|30 pages

Estimation of vector autoregressions

chapter 5|46 pages

Graphical modeling of structural VARs

chapter 6|34 pages

VZAR: An extension of the VAR model

chapter 7|32 pages

Continuous time VZAR models

chapter 8|24 pages

Irregularly sampled series