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Book Reviews

Elements of Multivariate Time Series Analysis

Page 118 | Published online: 12 Mar 2012

REFERENCES

  • Anderson , T. W. 1984 . An Introduction to Multivariate Statistical Analysis, , 2nd ed. , New York : John Wiley .
  • Casella , G. and Berger , R. L. 1990 . Statistical Inference , Belmont , CA : Wadsworth & Brooks/Cole .
  • LeCam , L. 1986 . Asymptotic Methods in Statistical Decision Theory , New York : Springer-Verlag .
  • Srivastava , M. S. and Khatri , C. G. 1979 . An Introduction to Multivariate Statistics , New York : North-Holland .
  • Tsay , R. S. and Tiao , G. C. 1985 . “Use of Canonical Analysis in Time Series Model Identification,” . Biometrika , 72 : 299 – 316 .

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