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

9781468402001, 9781468401981

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Vector ARMA Time Series Models and Forecasting

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

10.1007/978-1-4684-0198-1_2 ◽

1993 ◽

pp. 21-51

Author(s):

Gregory C. Reinsel

Keyword(s):

Time Series ◽

Time Series Models

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Canonical Structure of Vector ARMA Models

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

10.1007/978-1-4684-0198-1_3 ◽

1993 ◽

pp. 52-73

Author(s):

Gregory C. Reinsel

Keyword(s):

Canonical Structure ◽

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Reduced-Rank and Nonstationary Co-Integrated Models

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

10.1007/978-1-4684-0198-1_6 ◽

1993 ◽

pp. 154-191

Author(s):

Gregory C. Reinsel

Keyword(s):

Integrated Models ◽

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Maximum Likelihood Estimation and Model Checking for Vector ARMA Models

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

10.1007/978-1-4684-0198-1_5 ◽

1993 ◽

pp. 111-153

Author(s):

Gregory C. Reinsel

Keyword(s):

Maximum Likelihood ◽

Model Checking ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

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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 ◽

10.1007/978-1-4684-0198-1_4 ◽

1993 ◽

pp. 74-110

Author(s):

Gregory C. Reinsel

Keyword(s):

Least Squares ◽

Model Building ◽

Least Squares Estimation ◽

Initial Model ◽

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State-Space Models, Kalman Filtering, and Related Topics

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

10.1007/978-1-4684-0198-1_7 ◽

1993 ◽

pp. 192-225

Author(s):

Gregory C. Reinsel

Keyword(s):

State Space ◽

Kalman Filtering ◽

State Space Models

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Vector Time Series and Model Representations

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

10.1007/978-1-4684-0198-1_1 ◽

1993 ◽

pp. 1-20

Author(s):

Gregory C. Reinsel

Keyword(s):

Time Series ◽

Vector Time Series

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