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Introduction to multiple time series analysis. 2nd ed. (English) Zbl 0835.62075

Berlin: Springer-Verlag. xxi, 545 p. (1993).
See the review of the 1st, 1991-edition, Zbl 0729.62085.

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62M20 Inference from stochastic processes and prediction
62-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
91B84 Economic time series analysis
93E12 Identification in stochastic control theory

Citations:

Zbl 0729.62085
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