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  • LARGE COVARIANCE AND AUTOCOVARIANCE MATRICES
    ebook
    LARGE COVARIANCE AND AUTOCOVARIANCE MATRICES
    ARUP BOSE / MONIKA BHATTACHARJEE
    Large Covariance and Autocovariance Matrices brings together a collection of recent results on sample covariance and autocovariance matrices in high-dimensional models and novel ideas on how to use them for statistical inference in one or more high-dimensional time series models. The prerequisites include knowledge of elementary multivariate analysis, basic time series analysis...

    $1,360.00

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