Springer Series in Statistics - Elements of Multivariate Time Series Analysis
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Published By Springer New York

9780387406190, 9781461206798

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Linear Models with Exogenous Variables

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_8 ◽

1997 ◽

pp. 274-298

Author(s):

Gregory C. Reinsel

Keyword(s):

Linear Models ◽

Exogenous Variables

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Maximum Likelihood Estimation and Model Checking for Vector ARMA Models

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_5 ◽

1997 ◽

pp. 122-174

Author(s):

Gregory C. Reinsel

Keyword(s):

Maximum Likelihood ◽

Model Checking ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Arma Models

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State-Space Models, Kalman Filtering, and Related Topics

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_7 ◽

1997 ◽

pp. 226-273

Author(s):

Gregory C. Reinsel

Keyword(s):

State Space ◽

Kalman Filtering ◽

State Space Models

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Vector ARMA Time Series Models and Forecasting

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_2 ◽

1997 ◽

pp. 22-60

Author(s):

Gregory C. Reinsel

Keyword(s):

Time Series ◽

Time Series Models

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Initial Model Building and Least Squares Estimation for Vector AR Models

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_4 ◽

1997 ◽

pp. 84-121

Author(s):

Gregory C. Reinsel

Keyword(s):

Least Squares ◽

Model Building ◽

Least Squares Estimation ◽

Initial Model ◽

Ar Models

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Reduced-Rank and Nonstationary Cointegrated Models

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_6 ◽

1997 ◽

pp. 175-225

Author(s):

Gregory C. Reinsel

Keyword(s):

Reduced Rank

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Canonical Structure of Vector ARMA Models

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_3 ◽

1997 ◽

pp. 61-83

Author(s):

Gregory C. Reinsel

Keyword(s):

Canonical Structure ◽

Arma Models

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Vector Time Series and Model Representations

Springer Series in Statistics - Elements of Multivariate Time Series Analysis ◽

10.1007/978-1-4612-0679-8_1 ◽

1997 ◽

pp. 1-21

Author(s):

Gregory C. Reinsel

Keyword(s):

Time Series ◽

Vector Time Series

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Springer Series in Statistics - Elements of Multivariate Time Series AnalysisLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Linear Models with Exogenous Variables

Maximum Likelihood Estimation and Model Checking for Vector ARMA Models

State-Space Models, Kalman Filtering, and Related Topics

Vector ARMA Time Series Models and Forecasting

Initial Model Building and Least Squares Estimation for Vector AR Models

Reduced-Rank and Nonstationary Cointegrated Models

Canonical Structure of Vector ARMA Models

Vector Time Series and Model Representations

Springer Series in Statistics - Elements of Multivariate Time Series Analysis
Latest Publications