Copied Elements of Multivariate Time Series Analysis
Elements of Multivariate Time Series Analysis
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.
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
|
|
$54.99 | $54.99 |
|
$54.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Understanding Liver Cancer
$49.99
Japanese Humour
$179.99
Renewing Liberalism
$169.99
Direct and Large-Eddy Simulation I
$219.99
Physics of Low-Dimensional Semiconductor Structures
$169.00
Schnellaufende Verbrennungsmotoren
$84.99
The Return of the Theorists
$109.99
Mathematical Control Theory and Finance
$109.99
Fast Software Encryption
$39.99
Minor Head Trauma
$169.00
Management by Measurement
$84.99
Statistical Properties of Deterministic Systems
$109.99
Documents and Correspondence on New Guineas Boundaries
$109.99
Entwicklungspsychopathologie und Psychotherapie
$17.99
Seeing Stars
$39.99
Global Environmental Change Science: Education and Training
$109.99
EU Leadership in Energy and Environmental Governance
$39.99
Fhrungs- und Organisationsverantwortung bei Mobbing
$17.99
Schnitt-, Stanz- und Ziehwerkzeuge
$399.99
The Changing Environment
$109.00
Luxury in the Eighteenth Century
$109.99
Quantum Thermodynamics
$74.99
Proceedings of the Conference on Subretinal Space, Jerusalem, October 1419, 1979
$39.99
Industrial-Strength Formal Methods in Practice
$169.99
Mechanical Support for Heart Failure
$199.99
Pharmaceutical Statistics
$169.99
Telocytes
$249.99
Design, User Experience, and Usability
$79.99
Manufacturing Systems Control Design
$169.99
Water-Conservation Traits to Increase Crop Yields in Water-deficit Environments
$39.99
Soft Computing in Machine Learning
$169.99
Perspectives in Computational Complexity
$89.00
Reemergence of Established Pathogens in the 21st Century
$129.00
Learning to Embed Sustainability in Teacher Education
$44.99
Changing Families, Changing Food
$54.99
Optical Wireless Communication
$139.00
Investor Relations
$169.00
Logic Programming and Automated Reasoning
$39.99
Topics in the Theory of Numbers
$39.99
Economics of Immigration
$109.99
