New introduction to multiple time series analysis
Lutkepohl, Helmut
New introduction to multiple time series analysis Lutkepohl, Helmut - New York Springer 2005 - xxii, 764 p.
Includes bibliographical references (p. [713]-732) and indexes
This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author s successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developments in the field. The book enables readers to perform their analyses in a competent and up-to-date manner, bridging the gap to the difficult technical literature on the topic.
9783540401728
Time-series analysis
519.55
New introduction to multiple time series analysis Lutkepohl, Helmut - New York Springer 2005 - xxii, 764 p.
Includes bibliographical references (p. [713]-732) and indexes
This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author s successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developments in the field. The book enables readers to perform their analyses in a competent and up-to-date manner, bridging the gap to the difficult technical literature on the topic.
9783540401728
Time-series analysis
519.55