The Analysis of Time Series by Christopher Chatfield

The Analysis of Time Series by Christopher Chatfield

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Résumé

This study aims to provide a comprehensible introduction which considers both theory and practice. Practical examples are considered to help the reader tackle the analysis of real data. The book assumes a knowledge of basic probability theory and elementary statistical inference.

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The Analysis of Time Series by Christopher Chatfield

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.
SKU Non disponible
ISBN 13 9780412318207
ISBN 10 0412318202
Titre The Analysis of Time Series
Auteur Chatfield C
Série Chapman And Hall Crc Texts In Statistical Science
État Non disponible
Type de reliure Paperback
Éditeur Chapman and Hall
Année de publication 1989-09-25
Nombre de pages 256
Note de couverture La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note Non disponible