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Introduction to Multiple Time Series Analysis Helmut Lutkepohl 2nd ed. 1993 edition
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発送予定日 年8月11日 - 年8月27日
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Introduction to Multiple Time Series Analysis
Helmut Lutkepohl
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models.
545 pages, 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 | 1993年8月13日 |
| ISBN13 | 9783540569404 |
| 出版社 | Springer-Verlag Berlin and Heidelberg Gm |
| ページ数 | 545 |
| 寸法 | 170 × 244 × 29 mm · 893 g |
| 言語 | 英語 フランス語 |
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