Elements of Multivariate Time Series Analysis

Name: Elements of Multivariate Time Series Analysis
Brand: Springer Nature
SKU: 9780387406190
Availability: InStock

Elements of Multivariate Time Series Analysis

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9780387406190

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

In this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an attempt to pro vide a more complete coverage of the topics of time-domain multivariate time series modeling and analysis. The most notable new addition is an entirely new chapter that gives accounts on various topics that arise when exogenous vari ables are involved in the model structures, generally through consideration of the so-called ARMAX models; this includes some consideration of multivariate linear regression models with ARMA noise structure for the errors. Some other new material consists of the inclusion of a new Section 2. 6, which introduces state-space forms of the vector ARMA model at an earlier stage so that readers have some exposure to this important concept much sooner than in the first edi tion; a new Appendix A2, which provides explicit details concerning the rela tionships between the autoregressive (AR) and moving average (MA) parameter coefficient matrices and the corresponding covariance matrices of a vector ARMA process, with descriptions of methods to compute the covariance matrices in terms of the AR and MA parameter matrices; a new Section 5.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $54.99 - $54.99

BEST PRICE

Single Product Purchase

$54.99

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$54.99	$54.99			$54.99		See Site	In stock	Visit Store