The Analysis of Time Series by Chatfield C

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The Analysis of Time Series by Chatfield C

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Summary

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 Chatfield C

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 Unavailable
ISBN 13 9780412318207
ISBN 10 0412318202
Title The Analysis of Time Series
Author Chatfield C
Series Chapman And Hall Crc Texts In Statistical Science
Condition Unavailable
Binding type Paperback
Publisher Chapman and Hall
Year published 1989-09-25
Number of pages 256
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable