by Gregory C . Reinsel (Author)
Introduces the basic concepts and methods useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields. This book concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis.
Format: Paperback
Pages: 357
Edition: 2nd ed. 1997. 1st softcover printing
Publisher: Springer
Published: 02 Dec 2003
ISBN 10: 0387406190
ISBN 13: 9780387406190