
In this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an attempt to pro- vide a more complete coverage of the topics of time-domain multivariate time series modeling and analysis. The most...

In this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an attempt to pro- vide a more complete coverage of the topics of time-domain multivariate time series modeling and analysis. The most...

Elements of Multivariate Time Series Analysis introduces the basic concepts and methods that are useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields...

