A time series is a sequence of observations, usually ordered in time. In some cases, the ordering may be according to another dimension. The feature of time series analysis is the explicit recognition of the importance of the order in which the observations are made. The material covered in this book comes from the author's many years of teaching experience and is based on applications and exercises. Some of the problems cover general theory, and the exercises are designed to familiarize the reader with complicated proofs.

Perfected over three editions and more than forty years, this field- and classroom-tested reference:
* Uses the method of maximum likelihood to a large extent to ensure reasonable, and in some cases optimal procedures.
* Treats all the basic and important topics in multivariate statistics.
* Adds two new chapters, along with a number of new sections.
* Provides the most methodical, up-to-date information on MV statistics available.