Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 在線電子書 圖書標籤:
發表於2024-11-10
Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
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.
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Elements of Multivariate Time Series Analysis (Springer Series in Statistics) 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024