{"product_id":"9780387406190","title":"Springer Series in Statistics","description":"\u003ch1\u003eSpringer Series in Statistics\u003c\/h1\u003e \u003ch2\u003eReinsel, Gregory C.\u003c\/h2\u003e \u003cp\u003eIn this revised edition, some additional topics have been added to the original version, and certain existing materials have been expanded, in an attempt to pro­ vide a more complete coverage of the topics of time-domain multivariate time series modeling and analysis. The most notable new addition is an entirely new chapter that gives accounts on various topics that arise when exogenous vari­ ables are involved in the model structures, generally through consideration of the so-called ARMAX models; this includes some consideration of multivariate linear regression models with ARMA noise structure for the errors. Some other new material consists of the inclusion of a new Section 2. 6, which introduces state-space forms of the vector ARMA model at an earlier stage so that readers have some exposure to this important concept much sooner than in the first edi­ tion; a new Appendix A2, which provides explicit details concerning the rela­ tionships between the autoregressive (AR) and moving average (MA) parameter coefficient matrices and the corresponding covariance matrices of a vector ARMA process, with descriptions of methods to compute the covariance matrices in terms of the AR and MA parameter matrices; a new Section 5.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2003-10-31\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9780387406190\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4612-0679-8\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 358\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":45986749218956,"sku":"9780387406190","price":49.49,"currency_code":"USD","in_stock":true}],"url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9780387406190","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}