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Christopher Chatfield

The Analysis of Time Series: An Introduction - USA Chapman & Hall 2004 UK A CRC: Press Company 2004 - xiii, 333 illustrations 21 cm - 6th

"Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. The sixth edition provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available at www.crcpress.com."--BOOK JACKET

1584883170 9781584883173

2004

GBA3Y5817

English


Time-series analysis
General

519.55