New introduction to multiple time series analysis Lutkepohl, Helmut

By:

Lutkepohl, Helmut

Material type: Text

TextPublication details: New York Springer 2005 Description: xxii, 764 pISBN:

9783540401728

Subject(s):

Time-series analysis

DDC classification:

519.55

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Book	Ahmedabad	519.55 L8N3 (Browse shelf(Opens below))	Available		161830

Total holds: 0

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.

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