Introduction to multiple time series analysis /
Guardado en:
| Autor Principal: | |
|---|---|
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
Berlin ; New York :
Springer-Verlag,
c1993.
|
| Edición: | 2nd ed. |
| Materias: | |
| Acceso en línea: | Publisher description |
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| LEADER | 01461pam a2200253 a 4500 | ||
|---|---|---|---|
| 001 | MAT.inmabb006089 | ||
| 008 | 930630s1993####gw#a#####b####001#0#eng## | ||
| 005 | 20130404144907.0 | ||
| 245 | 1 | 0 | |a Introduction to multiple time series analysis / |c Helmut Lütkepohl. |
| 250 | |a 2nd ed. | ||
| 260 | |a Berlin ; |a New York : |b Springer-Verlag, |c c1993. | ||
| 300 | |a xxi, 545 p. : |b il. ; |c 25 cm. | ||
| 504 | |a Incluye referencias bibliográficas (p. [509]-517) e índices. | ||
| 505 | 0 | |a Introduction -- Stable Vector Autoregressive Processes -- Estimation of Vector Autoregressive Processes -- VAR Order Selection and Checking the Model Adequacy -- VAR Processes with Parameter Constraints -- Vector Autoregressive Moving Average Processes -- Estimation of VARMA Models -- Specification and Checking the Adequacy of VARMA Models -- Fitting Finite Order VAR Models to Infinite Order Processes -- Systems of Dynamic Simultaneous Equations -- Nonstationary Systems with Integrated and Cointegrated Variables -- Periodic VAR Processes and Intervention Models -- State Space Models. | |
| 510 | 4 | |a MR, |c 94g:62173 | |
| 020 | |a 3540569405 (Berlin) | ||
| 020 | |a 0387569405 (New York) | ||
| 100 | 1 | |a Lütkepohl, Helmut. | |
| 650 | 0 | |a Time-series analysis. | |
| 084 | |a 62M10 |2 msc2000 | ||
| 010 | |a 93028356 | ||
| 040 | |a DLC |c DLC |d DLC | ||
| 856 | 4 | 2 | |3 Publisher description |u http://www.loc.gov/catdir/enhancements/fy0815/93028356-d.html |
| 859 | |h 62 |i L973-2 |p A-6823 |b BIB. MATEMATICA | ||