SLBDD
Statistical Learning For Big Dependent Data: Pena and Tsay (2021), John Wiley
ISBN: 978-1-119-41738-5
Data sets: Most datasets are available in the R package SLBDD, which can be installed from R CRAN.
See the next page: data sets for further details.
See the R package SLBDD, which contains most of the datasets used in the book