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00439nam ac200169 k 4500
000003581049
20220101120000
ta
010731s1991 US 000 eng
▼a 211070
▼c 211070
▼l WM0003026156
▼a QA280
▼a QA280
▼b L87
▼a INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS/
▼d LUTKEPOHL,HELMUT
▼a BERLIN:
▼b SPRINGER-VERLAG,
▼c 1991.
▼a 545p.
▼a LUTKEPOHL,HELMUT
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| 분류기호 : | QA280 |
| 서명/저자사항 : | INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS/ LUTKEPOHL,HELMUT |
| 발행사항 : | BERLIN: SPRINGER-VERLAG, 1991. |
| 형태사항 : | 545p. |
| 개인저자 : | LUTKEPOHL,HELMUT |
| 언어 | 영어 |
WMO199926048
권 호 : 545
발행년 : 1991
서 명 : INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS
발행처 : LUTKEPOHL,HELMUT
목차
1. STABLE VECTOR AUTOREGRESSIVE PROCESSES
2. ESTIMATION OF VECTOR AUTOREGRESSIVE PROCESSES
3. VAR ORDER SELECTION AND CHECKING THE MODEL ADEQUACY
4. VAR PROCESSES WITH PARAMETER CONSTRAINTS
5. VECTOR AUTOREGRESSIVE MOVING AVERAGE PROCESSES
6. ESTIMATION OF VARMA MODELS
7. SPECIFICATION AND CHECKING THE ADEQUACY OF VARMA MODELS
8. FITTING FINITE ORDER TO INFINITE ORDER PROCESSES
9. SYSTEMS OF DYNAMIC SIMULTANEOUS EQUATIONS
10. NONSTATIONARY SYSTEMS WITH INTEGRATED AND COINTEGRATED VARIABLES
11. PERIODIC VAR PROCESSES AND INTERVENTION MODELS
12. STATE SPACE MODELS
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