The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science)

Chatfield, Chris

ISBN 10: 1498795633 / ISBN 13: 9781498795630

Verlag: Chapman and Hall/CRC, 2019

Beschreibung

Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Bestandsnummer des Verkäufers 005689870U

Bibliografische Details

Titel: The Analysis of Time Series: An Introduction...

Verlag: Chapman and Hall/CRC

Erscheinungsdatum: 2019

Einband: paperback

Zustand: Good

Auflage: 7th Edition.

Über diesen Titel

Inhaltsangabe:

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.

Über die Autorin bzw. den Autor:

Chris Chatfield is a retired Reader in Statistics at the University of Bath, UK, the author of five books and numerous research papers, and an elected Honorary Fellow of the International Institute of Forecasters.

Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. His research interests include quantitative finance and risk management, econometrics, applied stochastic control, and sequential statistical methodology.