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    Elements of Multivariate Time Series Analysis

Elements of Multivariate Time Series Analysis

Gregory C. Reinsel
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      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.
      Format: CONTRIBUTORS: Gregory C. Reinsel EAN: 9780387406190 COUNTRY: United States PAGES: WEIGHT: 681 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2003-10-31 CITY: GENRE: MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Probability and statistics

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      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.
      Format: CONTRIBUTORS: Gregory C. Reinsel EAN: 9780387406190 COUNTRY: United States PAGES: WEIGHT: 681 g HEIGHT: 235 cm
      PUBLISHED BY: Springer-Verlag New York Inc. DATE PUBLISHED: 2003-10-31 CITY: GENRE: MATHEMATICS / Probability & Statistics / General WIDTH: 155 cm SPINE:

      Book Themes:

      Probability and statistics

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      Be the first to write a review
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