Elements of Multivariate Time Series Analysis
Format: Hardcover
ISBN13: 9780387940632
Hardcover|9780387940632
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Overview
Now available in paperback, this book introduces basic concepts and methods useful in the analysis and modeling of multivariate time series data. It concentrates on the time-domain analysis of multivariate time series, and assumes univariate time series analysis, while covering basic topics such as stationary processes and their covariance matrix structure, vector AR, MA, and ARMA models, forecasting, least squares and maximum likelihood estimation for ARMA models, associated likelihood ratio testing procedures.
| ISBN-13 | 9780387940632 |
|---|---|
| ISBN-10 | 0387940634 |
| Weight | 1.30 Pounds |
| Dimensions | 6.50 x 0.75 x 9.75 In |
| List Price | $54.95 |
| Edition | 2nd Edition |
| Format | Hardcover |
|---|---|
| Pages | xiv, 263 pages |
| Publisher | Springer |
| Published On | 1995-08-10 |
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