The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science) - Softcover

Chatfield, C.

Softcover

ISBN 10: 0412318202 ISBN 13: 9780412318207

Verlag: Chapman and Hall/CRC, 1989

Inhaltsangabe

The Analysis of Time Series: an introduction

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Reseña del editor

This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.

Reseña del editor

This study aims to provide a comprehensible introduction which considers both theory and practice. Practical examples are considered to help the reader tackle the analysis of real data. The book assumes a knowledge of basic probability theory and elementary statistical inference. This book is intended for undergraduate or postgraduate courses in time series or for self-tuition by research workers. There is a new chapter on state-space models and other chapters have been extensively revised.

Über diese Auflage

• Verlag: Chapman and Hall/CRC
• Erscheinungsdatum: 1989
• ISBN 10: 0412318202
• ISBN 13: 9780412318207
• Einband: Tapa blanda
• Auflage: 4
• Anzahl der Seiten: 256