ISBN 9780387406190,Elements of Multivariate Time Series Analysis

Elements of Multivariate Time Series Analysis

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ISBN 9780387406190
Publisher

Ingram Publisher Services

Publication Year 2003
ISBN-13

ISBN 9780387406190

ISBN-10 0387406190
Binding

Paperback

Edition Softcover reprint of the origi
Number of Pages 375 Pages
Subject

Probability & statistics

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.
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