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Book Categories |
| Preface to the Second Edition | ||
| Preface to the First Edition | ||
| 1 | Vector Time Series and Model Representations | 1 |
| 2 | Vector ARMA Time Series Models and Forecasting | 22 |
| 3 | Canonical Structure of Vector ARMA Models | 61 |
| 4 | Initial Model Building and Least Squares Estimation for Vector AR Models | 84 |
| 5 | Maximum Likelihood Estimation and Model Checking for Vector ARMA Models | 122 |
| 6 | Reduced-Rank and Nonstationary Cointegrated Models | 175 |
| 7 | State-Space Models, Kalman Filtering, and Related Topics | 226 |
| 8 | Linear Models with Exogenous Variables | 274 |
| Appendix | Time Series Data Sets | 299 |
| Exercises and Problems | 315 | |
| References | 332 | |
| Subject Index | 345 | |
| Author Index | 354 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Craig Woods
reviewed Elements of Multivariate Time Series Analysis on March 15, 2021
Elements of Multivariate Time Series Analysis
I really like it because it gives clear intuition to the concepts. Great book for an introduction although the formal mathematics definitions are not maintained.
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