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Elements of Multivariate Time Series Analysis
Gregory C. Reinsel
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Description for Elements of Multivariate Time Series Analysis
Paperback. Introduces the basic concepts and methods useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields. This book concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis. Series: Springer Series in Statistics. Num Pages: 375 pages, biography. BIC Classification: PBT. Category: (G) General (US: Trade); (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 156 x 22. Weight in Grams: 566.
In this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an attempt to pro vide a more complete coverage of the topics of time-domain multivariate time series modeling and analysis. The most notable new addition is an entirely new chapter that gives accounts on various topics that arise when exogenous vari ables are involved in the model structures, generally through consideration of the so-called ARMAX models; this includes some consideration of multivariate linear regression models with ARMA noise structure for the errors. Some other new material consists of ... Read more
In this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an attempt to pro vide a more complete coverage of the topics of time-domain multivariate time series modeling and analysis. The most notable new addition is an entirely new chapter that gives accounts on various topics that arise when exogenous vari ables are involved in the model structures, generally through consideration of the so-called ARMAX models; this includes some consideration of multivariate linear regression models with ARMA noise structure for the errors. Some other new material consists of ... Read more
Product Details
Format
Paperback
Publication date
2003
Publisher
Springer-Verlag New York Inc. United States
Number of pages
375
Condition
New
Series
Springer Series in Statistics
Number of Pages
358
Place of Publication
New York, NY, United States
ISBN
9780387406190
SKU
V9780387406190
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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