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£174.10
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£174 today · previous high £174 · all-time low £163
Springer New Introduction to Multiple Time Series Analysis - Springer
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Price distribution over 71 days • 3 price levels
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Most common price: £164 (54 days, 76.1%)
Price range: £164 - £174
Price levels: 3 different prices over 71 days
Description
Key Features
New Introduction to Multiple Time Series Analysis covers vector autoregressive and cointegrated processes for sophisticated time series modelling.
The Springer textbook includes multivariate ARCH, periodic processes and dynamic simultaneous equations suited to advanced applications.
Least squares, maximum likelihood and Bayesian estimation methods are detailed for fitting these complex time series models.
Comprehensive model selection and specification procedures help readers choose appropriate frameworks for their data.
Model checking tests and criteria throughout the New Introduction enable validation of fitted time series models.
This graduate-level reference combines theoretical foundations with practical methods for multiple time series analysis.
Product Specifications
- Brand
- Springer
- Format
- hardcover
- ASIN
- 3540401725
- Domain
- Amazon UK
- Release Date
- 05 July 2005
- Listed Since
- 08 January 2007
Barcode
No barcode data available
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