Elements of multivariate time series analysis.
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Publication:5906771
zbMath0873.62086MaRDI QIDQ5906771
Publication date: 24 June 1997
Published in: Springer Series in Statistics (Search for Journal in Brave)
exercisesARMA modelcanonical analysisvector ARMA processARMAX modelsstate-space formsinformation criterion AICvector AR processes
Inference from stochastic processes and prediction (62M20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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