£25.34

Springer Elements of Multivariate Time Series Analysis (Springer Series in Statistics)

9780387406190

Price data last checked 123 day(s) ago - refreshing...

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

This is the usual price. Wait for it to drop, or tell us your number.

£25 today · usual range £0–£0 · best ever £18

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 414 days • 414 data points (No recent data available)

Historical
Generating forecast...
£44.99 £15.61 £22.02 £28.43 £34.84 £41.25 £47.66 20 December 2024 02 April 2025 14 July 2025 25 October 2025 06 February 2026

Price Distribution

Price distribution over 414 days • 5 price ranges

Days at Price
Current Price
170 days 165 days · current 43 days 28 days 8 days 0 43 85 128 170 £18-24 £24-29 £29-34 £34-40 £40-45 Days at Price

Price Analysis

Most common range: £18-24 (170 days, 41.1%)

Price range: £18 - £45

Price levels: 5 price ranges over 414 days

Description

Elements of Multivariate Time Series Analysis, Second Edition introduces the basic concepts and methods that are useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields. The book concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis. It covers 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, and other model specification methods useful for model building and model checking. In this revised edition, additional topics have been added and parts of the first edition have been expanded. The most notable addition is a new chapter that discusses topics that arise when exogenous variables are involved in model structures, generally through consideration of the ARMAX models. The book also includes exercise sets and multivariate time series data sets. In addition to serving as a textbook, this book will also be useful to researchers and graduate students in the areas of statistics, econometrics, business, and engineering.

Product Specifications

Format
paperback
Domain
Amazon UK
Publication Date
31 October 2003
Listed Since
22 January 2007

Barcode

No barcode data available

Similar Products You Might Like

New Introduction to Multiple Time Series Analysis
98% match

New Introduction to Multiple Time Series Analysis

Springer

£83.98 17 Mar 2026
A Course in Time Series Analysis: 322 (Wiley Series in Probability and Statistics)
97% match

A Course in Time Series Analysis: 322 (Wiley Series in Probability and Statistics)

Wiley

£99.87 02 Mar 2026
Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)
97% match

Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)

Wiley

£98.68 18 Mar 2026
Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics)
97% match

Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics)

Wiley

£72.59 24 Jan 2026
Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
97% match

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Springer

£73.58 12 Jan 2026
Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)
97% match

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

Springer

£71.83 15 Apr 2026
Applied Time Series Analysis and Forecasting with Python (Statistics and Computing)
97% match

Applied Time Series Analysis and Forecasting with Python (Statistics and Computing)

Springer

£71.36 01 Mar 2026
Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
97% match

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

£100.29 08 Jan 2026
Time Series Analysis and Forecasting by Example: 301 (Wiley Series in Probability and Statistics)
97% match

Time Series Analysis and Forecasting by Example: 301 (Wiley Series in Probability and Statistics)

Wiley

£103.53 23 Jan 2026
Introduction to Time Series and Forecasting (Springer Texts in Statistics)
97% match

Introduction to Time Series and Forecasting (Springer Texts in Statistics)

Springer

£64.99 28 Jan 2026
Models for Dependent Time Series (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
97% match

Models for Dependent Time Series (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

CRC Press

£75.00 05 Mar 2026
Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)
97% match

Time Series Analysis for the Social Sciences (Analytical Methods for Social Research)

Cambridge University Press

£62.83 09 Jan 2026
Time Series Analysis
97% match

Time Series Analysis

Princeton University Press

£48.67 14 Jan 2026
Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)
97% match

Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Springer

£144.48 12 Jan 2026
Time Series: A Biostatistical Introduction (Oxford Statistical Science Series, No. 5)
97% match

Time Series: A Biostatistical Introduction (Oxford Statistical Science Series, No. 5)

Oxford University Press

£64.14 27 Feb 2026
Time Series Analysis: With Applications in R (Springer Texts in Statistics)
97% match

Time Series Analysis: With Applications in R (Springer Texts in Statistics)

Springer

£74.83 11 Jan 2026
Time Series Modelling with Unobserved Components
97% match

Time Series Modelling with Unobserved Components

CRC Press

£48.27 18 Apr 2026
Time Series Techniques for Economists
97% match

Time Series Techniques for Economists

Cambridge University Press

£20.44 06 Mar 2026
Time Series Modelling with Unobserved Components
97% match

Time Series Modelling with Unobserved Components

CRC Press

£136.16 08 Jan 2026
Time Series for Data Science: Analysis and Forecasting (Chapman & Hall/CRC Texts in Statistical Science)
97% match

Time Series for Data Science: Analysis and Forecasting (Chapman & Hall/CRC Texts in Statistical Science)

£44.99 12 Jan 2026
An Introduction to State Space Time Series Analysis (Practical Econometrics)
97% match

An Introduction to State Space Time Series Analysis (Practical Econometrics)

Oxford University Press

£51.40 11 Jan 2026
Time Series and Dynamic Models (Themes in Modern Econometrics)
97% match

Time Series and Dynamic Models (Themes in Modern Econometrics)

Cambridge University Press

£43.00 17 Apr 2026
Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)
97% match

Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)

Wiley

£113.85 23 Jan 2026
Time Series for Data Science: Analysis and Forecasting (Chapman & Hall/CRC Texts in Statistical Science)
97% match

Time Series for Data Science: Analysis and Forecasting (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press

£96.53 28 Feb 2026