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.
Produktkennzeichnungen
ISBN-10
0387406190
ISBN-13
9780387406190
eBay Product ID (ePID)
30022929
Produkt Hauptmerkmale
Produktart
Lehrbuch
Sprache
Englisch
Anzahl der Seiten
380 Seiten
Verlag
Springer Us, Springer New York
Publikationsname
Elements of Multivariate Time Series Analysis
Autor
Gregory C. Reinsel
Format
Taschenbuch
Erscheinungsjahr
2003
Zusätzliche Produkteigenschaften
Hörbuch
No
Inhaltsbeschreibung
Paperback
Item Length
23cm
Item Height
2cm
Item Width
15cm
Item Weight
575g
Buchreihe
Springer Series in Statistics
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