Elements Of Multivariate Time Series Analysis

Introduces the basic concepts and methods useful in the analysis and modeling of multivariate time series data that may arise in business and economics, enginee... » 

Introduces the basic concepts and methods useful in the analysis and modeling of multivariate time series data that may arise in business and economics, engineering, geophysical sciences, and other fields. This book concentrates on the time-domain analysis of multivariate time series, and assumes a background in univariate time series analysis. «