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1
by Brockwell, Peter J., Davis, Richard A.
Published 2016
Springer International Publishing
Table of Contents: “... for Financial Data -- Multivariate Time Series -- State-Space Models -- Forecasting Techniques -- Further Topics...”
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2
by Brockwell, Peter J., Davis, Richard A.
Published 2002
Springer New York
Table of Contents: “... Processes -- Nonstationary and Seasonal Time Series Models -- Multivariate Time Series -- State-Space Models...”
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3
by Brockwell, Peter J., Davis, Richard A.
Published 1996
Springer New York
Table of Contents: “.... Multivariate Time Series -- 8. State-Space Models -- 9. Forecasting Techniques -- 10. Further Topics -- A...”