The analysis of time series : an introduction

Author(s)

• Chatfield, Christopher

Bibliographic Information

The analysis of time series : an introduction

C. Chatfield

（Texts in statistical science）

Chapman & Hall, 1996

5th ed

• : pbk

Note

Bibliography: p. [262]-270

Includes indexes

Description and Table of Contents

Description

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

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"

Details

• NCID: BA28037791
• ISBN:
  • 0412716402
• LCCN: 96083046
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London ; Tokyo
• Pages/Volumes: xii, 283 p.
• Size: 24 cm
• Classification:
  • NDC9 : 417.1
  • DC20 : 519.5/5
• Subject Headings:
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA22776704