The analysis of time series : an introduction

著者

• Chatfield, Christopher

書誌事項

The analysis of time series : an introduction

C. Chatfield

（Texts in statistical science）

Chapman & Hall, 1996

5th ed

• : pbk

注記

Bibliography: p. [262]-270

Includes indexes

内容説明・目次

内容説明

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

目次

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

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA28037791
• ISBN:
  • 0412716402
• LCCN: 96083046
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: London ; Tokyo
• ページ数/冊数: xii, 283 p.
• 大きさ: 24 cm
• 分類:
  • NDC9 : 417.1
  • DC20 : 519.5/5
• 件名:
  • LCSH : Time-series analysis
• 親書誌ID:
  • BA22776704