Elements of Multivariate Time Series Analysis

by Gregory C. Reinsel

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Book 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...

Format:Paperback

Language:English

ISBN:0387406190

ISBN13:9780387406190

Release Date:October 2003

Publisher:Springer

Length:358 Pages

Weight:1.20 lbs.

Dimensions:0.7" x 6.1" x 9.2"

Related Subjects

Math Mathematics Probability & Statistics Science Science & Math Science & Scientists Science & Technology

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Elements of Multivariate Time Series Analysis

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