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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: Hosoya, Yuzo. (Author, http://id.loc.gov/vocabulary/relators/aut), Oya, Kosuke. (http://id.loc.gov/vocabulary/relators/aut), Takimoto, Taro. (http://id.loc.gov/vocabulary/relators/aut), Kinoshita, Ryo. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Singapore : Springer Singapore : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:JSS Research Series in Statistics,
Subjects:
Statistics .
Statistical Theory and Methods.
Statistics for Life Sciences, Medicine, Health Sciences.
Statistics for Business, Management, Economics, Finance, Insurance.
Statistics for Social Sciences, Humanities, Law.
Statistics and Computing/Statistics Programs.
Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Online Access:https://doi.org/10.1007/978-981-10-6436-4

Internet

https://doi.org/10.1007/978-981-10-6436-4

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