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Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 2024 pdf epub mobi 电子书

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发表于2024-11-09

Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 2024 pdf epub mobi 电子书

Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 2024 pdf epub mobi 电子书

Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 2024 pdf epub mobi 电子书


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出版者:Springer
作者:Gregory C. Reinsel
出品人:
页数:375
译者:
出版时间:2003-10-31
价格:USD 59.95
装帧:Paperback
isbn号码:9780387406190
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Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 2024 pdf epub mobi 电子书 图书描述

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) 2024 pdf epub mobi 电子书
Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 2024 pdf epub mobi 电子书
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