Elements of Multivariate Time Series Analysis (Springer Series in Statistics) pdf epub mobi txt 電子書下載 2024

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Gregory C. Reinsel

Springer

2003-10-31

375

USD 59.95

Paperback

9780387406190

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发表于2024-11-29

Elements of Multivariate Time Series Analysis (Springer Series in Statistics) epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Elements of Multivariate Time Series Analysis (Springer Series in Statistics) pdf epub mobi txt 電子書下載 2024

圖書描述

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.

Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 下載 mobi epub pdf txt 電子書