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Item Details
| Title:
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ELEMENTS OF MULTIVARIATE TIME SERIES ANALYSIS
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| By: |
Gregory C. Reinsel |
| Format: |
Paperback |
| List price:
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£54.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0387406190 |
| ISBN 13: |
9780387406190 |
| Publisher: |
SPRINGER-VERLAG NEW YORK INC. |
| Pub. date: |
31 October, 2003 |
| Edition: |
Softcover reprint of the original 2nd ed. 1997 |
| Series: |
Springer Series in Statistics |
| Pages: |
358 |
| Description: |
Introduces the basic concepts and methods useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields. This book concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis. |
| Synopsis: |
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. |
| Illustrations: |
XVII, 358 p. |
| Publication: |
US |
| Imprint: |
Springer-Verlag New York Inc. |
| Returns: |
Returnable |
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