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- DescriptionNow 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.
- Author(s)Gregory C. Reinsel
- PublisherSpringer-Verlag New York Inc.
- Date of Publication31/10/2003
- Series TitleSpringer Series in Statistics
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Notebiography
- Weight681 g
- Width156 mm
- Height234 mm
- Spine19 mm
- Format DetailsTrade paperback (US)
- Edition StatementSoftcover reprint of the original 2nd ed. 1997
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