The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall Statistics Text Series)

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ISBN 10: 0412318202 / ISBN 13: 9780412318207

Editore: - -, 1989

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Codice articolo 6545-9780412318207

Dati bibliografici

• Titolo: The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall Statistics Text Series)
• Editore: - -
• Data di pubblicazione: 1989
• Lingua: Inglese
• ISBN 10: 0412318202
• ISBN 13: 9780412318207
• Rilegatura: Paperback
• Edizione: quarta edizione
• Condizione: Very Good

Descrizione articolo

Riassunto

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.

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