发帖
雷达卡
[size=12.800000190734863px]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.
[size=12.800000190734863px]
Elements of Multivariate Time Series Analysis_Reinsel.pdf
(22.6 MB, 需要: 30 个论坛币)
京公网安备 11010802022788号
