The Analysis of Time Series: An Introduction
Material type:
TextLanguage: English Publication details: USA Chapman & Hall 2004; UK A CRC: Press Company 2004Description: xiii, 333 illustrations 21 cmISBN: - 1584883170
- 9781584883173
- 519.55 22
- QA280 .C4 2004
| Cover image | Item type | Current library | Home library | Collection | Shelving location | Call number | Materials specified | Vol info | URL | Copy number | Status | Notes | Date due | Barcode | Item holds | Item hold queue priority | Course reserves | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Book
|
Central Papal Library | 300 | G45U (Browse shelf(Opens below)) | Available | 53870 |
"Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. The sixth edition provides an accessible, comprehensive introduction to the theory and practice of time series analysis. The treatment covers a wide range of topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. The author has carefully updated each chapter, added new discussions, incorporated new datasets, and made those datasets available at www.crcpress.com."--BOOK JACKET
There are no comments on this title.
