Elements of multivariate time series analysis
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Publication:5907048
zbMath1047.62078MaRDI QIDQ5907048
Publication date: 12 January 2004
Published in: Springer Series in Statistics (Search for Journal in Brave)
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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