The Analysis of Time Series An Introduction

Chatfield, Chris

ISBN 10: 0412716402 / ISBN 13: 9780412716409

Editore: Chapman and Hall/CRC, 1996

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5th edition. Very good paperback with tight binding and clean pages. Minor wear and creasing to covers and spine. Previous owner stamped name on all leaf ends, inside the front cover, and on the title page. ; Chapman & Hall/CRC Texts in Statistical Science; 9.10 X 6.10 X 0.70 inches; 283 pages. Codice articolo 44308

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Titolo: The Analysis of Time Series An Introduction

Casa editrice: Chapman and Hall/CRC

Data di pubblicazione: 1996

Legatura: Paperback

Condizione: Very Good-

Edizione: Fifth Edition.

Descrizione articolo

Riassunto:

This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include:

Contenuti:

Introduction
Simple Descriptive Techniques
Probability Models for Time Series
Estimation in the Time Domain
Forecasting
Stationary Processes in the Frequency Domain
Spectral Analysis
Bivariate Processes
Linear Systems
State-Space Models and the Kalman Filter
Non-Linear Models
Multivariate Time-Series Modelling
Some Other Topics
Appendices
The Fourier, Laplace, and Z Transforms
The Dirac Delta Function
Covariance
Some Worked Examples