rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Elements of Multivariate Time Series Analysis
  name:
    name part: Reinsel, Gregory C.
    role:
      role term: creator
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    date issued: 1993
    issuance: monographic
  language:
    language term: eng
  physical description:
    reformatting quality: access
    form: remote
    extent: 1 online resource (xiv, 263 pages 11 illustrations)
  abstract: This book is concerned with the analysis of multivariate time series data. Such data might arise in business and economics, engineering, geophysical sciences, agriculture, and many other fields. The emphasis is on providing an account of the basic concepts and methods which are useful in analyzing such data, and includes a wide variety of examples drawn from many fields of application. The book presupposes a familiarity with univariate time series as might be gained from one semester of a graduate course, but it is otherwise self-contained. It covers the basic topics such as autocovariance matrices of stationary processes, vector ARMA models and their properties, forecasting ARMA processes, least squares and maximum likelihood estimation techniques for vector AR and ARMA models. In addition, it presents some more advanced topics and techniques including reduced rank structure, structural indices, scalar component models, canonical correlation analyses for vector time series, multivariate nonstationary unit root models and co-integration structure and state-space models and Kalman filtering techniques.
  note: by Gregory C. Reinsel.
  note: Electronic resource.
  subject:
    topic: Statistics
  subject:
    topic: Chemistry
    topic: Mathematics
  subject:
    topic: Physiology
    topic: Mathematics
  subject:
    topic: Engineering
  subject:
    topic: Economics
  subject:
    topic: Chemistry
    topic: Mathematics
  subject:
    topic: Economics
  subject:
    topic: Engineering
  subject:
    topic: Physiology
    topic: Mathematics
  subject:
    topic: Statistics
  classification: QA276-280
  classification: 519.5
  related item:
    title info:
      title: Springer series in statistics
  identifier: 9781468401981 (electronic bk.)
  identifier: 146840198X (electronic bk.)
  identifier: 9781468402001
  identifier: 1468402005
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: AU@
    record creation date: 121227
    record change date: 20260420211903.5
    record identifier: in00003573259
    language of cataloging:
      language term: eng