Cargando…

New Introduction to Multiple Time Series Analysis

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dy...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lütkepohl, Helmut (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:1st ed. 2005.
Temas:
Acceso en línea:Texto Completo