Elements of Multivariate Time Series Analysis

by Gregory C. Reinsel

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0387406190
• ISBN13: 9780387406190
• Release Date: October 2003
• Publisher: Springer
• Length: 358 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"