The Analysis of Time Series
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Offers a comprehensive introduction to the theory and practice of time series analysis. This book covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models.
| Autor: | Chatfield, Chris |
| Nakladatel: | Taylor & Francis Inc |
| ISBN: | 9781584883173 |
| Rok vydání: | 2003 |
| Jazyk : | Angličtina |
| Vazba: | Paperback |
| Počet stran: | 352 |
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