Analysis of time series, the: an introduction, sixth edition
Auteur :
Chatfield, Chris
Éditeur :
Taylor & Francis Inc
ISBN :
9781584883173
Date de publication :
29 juil. 2003
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
500 g
Format :
B-format paperback
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Offers a comprehensive introduction to the theory and practice of time series analysis. This book 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.