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Bibliografische Details

Titel: Analysis of Time Series : An Introduction With R
Verlag: Chapman and Hall/CRC
Erscheinungsjahr: 2019
Sprache: Englisch
ISBN-10: 1498795633
ISBN-13: 9781498795630
Einband: Softcover
Zustand: good

�ber 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.

�ber 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.

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