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Elements of Multivariate Time Series Analysis

by Gregory C. Reinsel
Save 35% Save 35%
Current price ₹3,633.00
Original price ₹5,589.00
Original price ₹5,589.00
Original price ₹5,589.00
(-35%)
₹3,633.00
Current price ₹3,633.00

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Book cover type: Paperback
  • ISBN13: 9780387406190
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 358
  • Original Price: EUR 49.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 573 grams
  • BISAC Subject(s): Probability & Statistics / Multivariate Analysis

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 sets and multivariate time series data sets. In addition to serving as a textbook, this book will also be useful to researchers and graduate students in the areas of statistics, econometrics, business, and engineering.

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