The Analysis of Time Series

The Analysis of Time Series

Forfatter: Haipeng Xing, Chris Chatfield
Forlag: CRC Press
Udgave: 7
Udgivelsesdato: 2019
ISBN: 9781498795630

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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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