Evolutionary Factor Analysis

by Giovanni Motta

This book introduces factor analysis methods for the study of multivariate stochastic processes whose structure evolves over time. It introduces the theory of factor analysis and evolutionary stochastic processes and combines that to study evolutionary factor models. The book includes many real examples to illustrate applications from such fields as macroeconomics, finance, neuroscience, communication, and psychology. MATLAB(R) and R code is included...

• Format: Hardcover
• Language: English
• ISBN: 1466505923
• ISBN13: 9781466505926
• Release Date: January 2026
• Publisher: CRC Press
• Length: 256 Pages