by C. Chatfield (Author)
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.
Format: Paperback
Pages: 256
Edition: 4
Publisher: Chapman and Hall/CRC
Published: 25 Sep 1989
ISBN 10: 0412318202
ISBN 13: 9780412318207