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New Introduction to Multiple Time Series Analysis Helmut Lutkepohl 1st ed. 2006. Corr. 2nd printing 2007 edition
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New Introduction to Multiple Time Series Analysis
Helmut Lutkepohl
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced.
785 pages, 36 black & white tables, biography
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2006年2月10日 |
| ISBN13 | 9783540262398 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 764 |
| 寸法 | 159 × 234 × 42 mm · 1,17 kg |
| 言語 | フランス語 |
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