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Bibliographic Details

Title: The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science)
Publisher: Chapman and Hall/CRC
Publication Date: 2019
Language: English
ISBN 10: 1498795633
ISBN 13: 9781498795630
Binding: Soft cover
Condition: Good

About this title

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.

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Phatpocket Limited is a world class secondhand bookstore located in the Hertfordshire countryside in the United Kingdom. We specialize in textbooks across an enormous variety of subjects. We aim to provide a low cost source of high quality textbooks to the academic community. We also have a sizable collection of rare and collectible books. We are dedicated to providing our customers with the highest standard of customer service in the bookselling business.Phatpocket Limited is registered in England and Wales: No. 04924751.

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