The Analysis of Time Series: An Introduction (Chapman & Hall Texts in Statistical Science)

by Christopher Chatfield (Author)

• Used

  Paperback
  1996

  $5.03

  This book provides a comprehensive introduction to the theory and practice of time series analysis. A wide range of topics is covered including ARIMA probability models, forecasting methods (including exponential smoothing and Box-Jenkins), spectral analysis, linear systems, state-space models and the Kalman filter. This edition includes additional chapters on non-linear models (incorporating material on neural nets and chaos) and multivariate models (including VARMA models) as well as additional examples and references to topics such as wavelets and long-memory models.