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Elements of Multivariate Time Series Analysis

Elements of Multivariate Time Series Analysis

Gregory C. Reinsel

65,86 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2003
Materia
Probabilidad y estadística
ISBN:
9780387406190
65,86 €
IVA incluido
Disponible

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Sobre IBD

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.

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