The Analysis of Time Series An Introduction

Chatfield, Chris

ISBN 10: 0412716402 / ISBN 13: 9780412716409

Published by Chapman and Hall/CRC, 1996

About this Item

5th edition. Very good paperback with tight binding and clean pages. Minor wear and creasing to covers and spine. Previous owner stamped name on all leaf ends, inside the front cover, and on the title page. ; Chapman & Hall/CRC Texts in Statistical Science; 9.10 X 6.10 X 0.70 inches; 283 pages. Seller Inventory # 44308

Bibliographic Details

Title: The Analysis of Time Series An Introduction

Publisher: Chapman and Hall/CRC

Publication Date: 1996

Binding: Paperback

Condition: Very Good-

Edition: Fifth Edition.

About this title

Synopsis:

This book provides a comprehensive introduction to the theory and practice of time series analysis. Topics include:

Synopsis:

This book provides a comprehensive introduction to the theory and practice of time series analysis. A wide range of topics is covered including ARIMA probability models, forecasting methods (including exponential smoothing and Box-Jenkins), spectral analysis, linear systems, state-space models and the Kalman filter. This edition includes additional chapters on non-linear models (incorporating material on neural nets and chaos) and multivariate models (including VARMA models) as well as additional examples and references to topics such as wavelets and long-memory models.