£75.00

CRC Press Models for Dependent Time Series (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Price data last checked 17 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£75 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 74 days · 74 data points (no recent data)

Historical
Generating forecast…
£75.00 £71.25 £72.75 £74.25 £75.75 £77.25 £78.75 25 April 2026 13 May 2026 31 May 2026 18 June 2026 07 July 2026

Price Distribution

Price distribution over 74 days • 1 price levels

Days at Price
74 days 0 19 37 56 74 £75 Days at Price

Price Analysis

Most common price: £75 (74 days, 100.0%)

Price range: £75 - £75

Price levels: 1 different prices over 74 days

Description

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 vector) time series data. The first four chapters discuss the two main pillars of the subject that have been developed over the last 60 years: vector autoregressive modeling and multivariate spectral analysis. These chapters provide the foundational material for the remaining chapters, which cover the construction of structural models and the extension of vector autoregressive modeling to high frequency, continuously recorded, and irregularly sampled series. The final chapter combines these approaches with spectral methods for identifying causal dependence between time series. Web Resource A supplementary website provides the data sets used in the examples as well as documented MATLAB® functions and other code for analyzing the examples and producing the illustrations. The site also offers technical details on the estimation theory and methods and the implementation of the models.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
29 July 2015
Listed Since
12 December 2006

Barcode

No barcode data available

Similar Products You Might Like

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
97% match

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Springer

£95.54 12 Jun 2026
Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)
97% match

Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)

Wiley

£98.97 11 Jul 2026
Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics)
97% match

Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics)

Wiley

£76.90 18 Jun 2026
Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
97% match

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Chapman and Hall/CRC

£45.21 01 Jul 2026
Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)
97% match

Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press

£118.75 04 Jul 2026
Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
97% match

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Springer

£115.00 13 Jun 2026
Elements of Multivariate Time Series Analysis (Springer Series in Statistics)
97% match

Elements of Multivariate Time Series Analysis (Springer Series in Statistics)

Springer

£22.47 25 Jun 2026
Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)
97% match

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press

£84.31 14 Jun 2026
State-Space Methods for Time Series Analysis: Theory, Applications and Software (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
97% match

State-Space Methods for Time Series Analysis: Theory, Applications and Software (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

CRC Press

£94.64 09 Jul 2026
Time Series Analysis and Forecasting by Example: 301 (Wiley Series in Probability and Statistics)
97% match

Time Series Analysis and Forecasting by Example: 301 (Wiley Series in Probability and Statistics)

Wiley

£90.00 18 Jun 2026
Springer New Introduction to Multiple Time Series Analysis
97% match

Springer New Introduction to Multiple Time Series Analysis

Springer

£167.62 18 Jul 2026
Time Series Analysis: Univariate and Multivariate Methods
97% match

Time Series Analysis: Univariate and Multivariate Methods

PEARSON EDUCATION

£79.99 12 Jun 2026
Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)
97% match

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

Springer

£49.16 15 Jul 2026
Time Series for Economics and Finance
97% match

Time Series for Economics and Finance

Cambridge University Press

£111.39 01 Jul 2026
Essentials of Time Series for Financial Applications
97% match

Essentials of Time Series for Financial Applications

Academic Press

£71.69 19 Jun 2026
A Course in Time Series Analysis: 322 (Wiley Series in Probability and Statistics)
97% match

A Course in Time Series Analysis: 322 (Wiley Series in Probability and Statistics)

Wiley

£164.49 06 Jul 2026
Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)
97% match

Time Series Econometrics: Learning Through Replication (Springer Texts in Business and Economics)

Springer

£68.23 16 Jun 2026
Multiple Time Series Models: 148 (Quantitative Applications in the Social Sciences)
97% match

Multiple Time Series Models: 148 (Quantitative Applications in the Social Sciences)

Sage Publications

£32.46 17 Jul 2026
Time-Series Analysis: A Comprehensive Introduction for Social Scientists
97% match

Time-Series Analysis: A Comprehensive Introduction for Social Scientists

Cambridge University Press

£52.99 08 Jul 2026
Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)
97% match

Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)

Wiley

£97.00 18 Jun 2026
Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)
97% match

Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)

Springer

£61.39 05 May 2026
Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)
97% match

Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)

Springer

£61.39 06 May 2026
Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)
96% match

Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Springer

£144.99 14 Jun 2026
Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)
96% match

Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Springer

£120.00 17 Jul 2026