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

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

by C. Chatfield (Author)

Synopsis

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.

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More Information

Format: Paperback
Pages: 256
Edition: 4
Publisher: Chapman and Hall/CRC
Published: 25 Sep 1989

ISBN 10: 0412318202
ISBN 13: 9780412318207