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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Bibliographic Details
Main Authors: Hosoya, Yuzo (Author), Kinoshita, Ryo (Author), Oya, Kosuke (Author), Takimoto, Taro (Author)
Format: Electronic eBook
Language:English
Published: Singapore : Springer Singapore : Imprint: Springer, 2017.
Series:SpringerBriefs in statistics.
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