The Analysis of Time Series: An Introduction with R - Brossura

Chatfield, Chris; Xing, Haipeng

Brossura

ISBN 10: 1498795633 ISBN 13: 9781498795630

Casa editrice: Routledge, 2019

Riassunto

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.

Su questo libro

Informazioni sull?autore

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.

Dettagli dell'edizione

• Editore: Routledge
• Data di pubblicazione: 2019
• Lingua: Inglese
• ISBN 10: 1498795633
• ISBN 13: 9781498795630
• Rilegatura: Copertina flessibile
• Numero di pagine: 414
• Contatto del produttore: Taylor and Francis, GPSR Taylor and Francis; gpsr@taylorandfrancis.com; ; Taylor & Francis Verlag GmbH, Kaufingerstraße 24; München; 80331; Germania