Characterizing Interdependencies of Multiple Time Series : Theory and Applications /
This book introduces academic researchers and professionals to the basic concepts and methods for characterizing interdependencies of multiple time series in the frequency domain. Detecting causal directions between a pair of time series and the extent of their effects, as well as testing the non ex...
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| Main Authors: | , , , |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Singapore :
Springer Singapore : Imprint: Springer,
2017.
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| Series: | SpringerBriefs in statistics.
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| Subjects: | |
| Online Access: | Connect to this title online |