The analysis of time series : an introduction
Author(s)
Bibliographic Information
The analysis of time series : an introduction
Chapman and Hall, 1989
4th ed
- : pbk
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Note
Originally published 1975; 2nd ed. 1980; 3rd ed. 1984
Bibliography: p. [222]-228
Includes index
Description and Table of Contents
Description
This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.
Table of Contents
Introduction
Simple Descriptive Techniques
Probability Models for Time Series
Estimation in the Time Domain
Forecasting
Stationary Processes in the Frequency Domain
Spectral Analysis
Bivariate Processes
Linear Systems
State-Space Models and the Kalman Filter
Non-Linear Models
Multivariate Time-Series Modelling
Some Other Topics
Appendices
The Fourier, Laplace, and Z Transforms
The Dirac Delta Function
Covariance
Some Worked Examples
by "Nielsen BookData"
