The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science) - Hardcover

Chatfield, Chris; Xing, Haipeng

Hardcover

ISBN 10: 1138066133 ISBN 13: 9781138066137

Publisher: Chapman and Hall/CRC, 2019

Synopsis

This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.

About this title

About the Author

Chris Chatfield is a retired Reader in Statistics at the University of Bath, UK, the author of five books and numerous research papers, and an elected Honorary Fellow of the International Institute of Forecasters.

Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. His research interests include quantitative finance and risk management, econometrics, applied stochastic control, and sequential statistical methodology.

Edition details

• Publisher: Chapman and Hall/CRC
• Publication date: 2019
• ISBN 10: 1138066133
• ISBN 13: 9781138066137
• Binding: Hardcover
• Language: English
• Number of pages: 414