This book is concerned with the analysis of multivariate time series data. Such data might arise in business and economics, engineering, geophysical sciences, agriculture, and many other fields. The emphasis is on providing an account of the basic concepts and methods which are useful in analyzing such data, and includes a wide variety of examples drawn from many fields of application. The book presupposes a familiarity with univariate time series as might be gained from one semester of a graduate course, but it is ...
Read More
This book is concerned with the analysis of multivariate time series data. Such data might arise in business and economics, engineering, geophysical sciences, agriculture, and many other fields. The emphasis is on providing an account of the basic concepts and methods which are useful in analyzing such data, and includes a wide variety of examples drawn from many fields of application. The book presupposes a familiarity with univariate time series as might be gained from one semester of a graduate course, but it is otherwise self-contained. It covers the basic topics such as autocovariance matrices of stationary processes, vector ARMA models and their properties, forecasting ARMA processes, least squares and maximum likelihood estimation techniques for vector AR and ARMA models. In addition, it presents some more advanced topics and techniques including reduced rank structure, structural indices, scalar component models, canonical correlation analyses for vector time series, multivariate nonstationary unit root models and co-integration structure and state-space models and Kalman filtering techniques.
Read Less
Add this copy of Elements of Multivariate Time Series Analysis (2nd to cart. $31.00, very good condition, Sold by Book Dispensary rated 5.0 out of 5 stars, ships from Niagara Falls, NY, UNITED STATES, published 2003 by Springer.
Add this copy of Elements of Multivariate Time Series Analysis to cart. $31.62, very good condition, Sold by ThriftBooks-Atlanta rated 5.0 out of 5 stars, ships from Austell, GA, UNITED STATES, published 2003 by Springer.
Add this copy of Elements of Multivariate Time Series Analysis to cart. $35.13, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2003 by Springer.
Edition:
2nd Softcover Reprint of the Original 2nd 1997 edition
Publisher:
Springer
Published:
2003
Language:
English
Alibris ID:
18386026522
Shipping Options:
Standard Shipping: $4.92
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 600grams, ISBN: 9780387406190.
Add this copy of Elements of Multivariate Time Series Analysis, 2/Ed to cart. $35.90, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2003 by Springer.
Add this copy of Elements of Multivariate Time Series Analysis, 2/Ed to cart. $37.12, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2003 by Springer.
Add this copy of Elements of Multivariate Time Series Analysis to cart. $41.86, new condition, Sold by Media Smart rated 4.0 out of 5 stars, ships from Hawthorne, CA, UNITED STATES, published 2003 by Springer.
Add this copy of Elements of Multivariate Time Series Analysis, 2/Ed to cart. $43.09, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2003 by Springer.
Add this copy of Elements of Multivariate Time Series Analysis, 2ed (Pb) to cart. $44.62, new condition, Sold by discount_scientific_books rated 5.0 out of 5 stars, ships from Sterling Heights, MI, UNITED STATES, published 2003 by Springer.
Add this copy of Elements of Multivariate Time Series Analysis, 2ed (Pb) to cart. $56.59, new condition, Sold by Books International rated 3.0 out of 5 stars, ships from Toronto, ON, CANADA, published 2003 by Springer.
