The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science)

Chatfield, Chris

ISBN 10: 0412716402 / ISBN 13: 9780412716409

Editore: Chapman and Hall/CRC, 1996

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Codice articolo S_436611186

Dati bibliografici

• Titolo: The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science)
• Editore: Chapman and Hall/CRC
• Data di pubblicazione: 1996
• Lingua: Inglese
• ISBN 10: 0412716402
• ISBN 13: 9780412716409
• Rilegatura: Paperback
• Edizione: quinta edizione o successive
• Condizione: Good

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