Analysis of Time Series : An Introduction with R, 7th Edition
Chatfield, Chris; Xing, Haipeng
ISBN 10: 1498795633 ISBN 13: 9781498795630
Published by Taylor & Francis Group, 2019
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Soft cover
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Majestic Books, Hounslow, United Kingdom
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About this Item
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Seller Inventory # 370812831
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 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.
Bibliographic Details
Title: Analysis of Time Series : An Introduction ...
Publisher: Taylor & Francis Group
Publication Date: 2019
Binding: Soft cover
Condition: New
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