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

Book 95 of 139: Chapman & Hall/CRC Texts in Statistical Science

Chatfield, Chris

 
9781498795630: The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science)
Softcover
ISBN 10: 1498795633 ISBN 13: 9781498795630
Publisher: Routledge, 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.

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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.

"About this title" may belong to another edition of this title.

Publisher
Routledge
Publication date
2019
Language
English
ISBN 10 
1498795633
ISBN 13 
9781498795630
Binding
Paperback
Number of pages
414

Other Popular Editions of the Same Title

9781138066137: The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science)

Featured Edition

ISBN 10:  1138066133 ISBN 13:  9781138066137
Publisher: Chapman and Hall/CRC, 2019
Hardcover