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Elements of Multivariate Time Series Analysis
Paperback
Series: Springer Statistics
ISBN13: 9780387406190
Publisher: Springer Nature
Published: Oct 31 2003
Pages: 358
Weight: 1.16
Height: 0.70 Width: 6.14 Depth: 9.18
Language: English
Elements of Multivariate Time Series Analysis introduces the basic concepts and methods that are useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields. The book concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis. The book also includes exercise sets and multivariate time series data sets. In addition to serving as a textbook, this book will also be useful to researchers and graduate students in the areas of statistics, econometrics, business, and engineering.
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