The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science)

Chatfield, Chris

ISBN 10: 0412716402 / ISBN 13: 9780412716409

Published by Chapman and Hall/CRC, 1996

About this Item

Most items will be dispatched the same or the next working day. A copy that has been read but remains in clean condition. All of the pages are intact and the cover is intact and the spine may show signs of wear. The book may have minor markings which are not specifically mentioned.

Seller Inventory # wbs8982631186

Bibliographic Details

• Title: The Analysis of Time Series: An Introduction, Sixth Edition (Chapman & Hall/CRC Texts in Statistical Science)
• Publisher: Chapman and Hall/CRC
• Publication Date: 1996
• Language: English
• ISBN 10: 0412716402
• ISBN 13: 9780412716409
• Binding: Soft cover
• Edition: 5th or later Edition
• Condition: Good
• Weight: 430 grams

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.