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The Analysis of Time Series: An Introduction

By: Material type: TextLanguage: English Publication details: USA Chapman & Hall 2004; UK A CRC: Press Company 2004Description: xiii, 333 illustrations 21 cmISBN:
  • 1584883170
  • 9781584883173
Patent information: 2004Subject(s): DDC classification:
  • 519.55 22
LOC classification:
  • QA280 .C4 2004
Review: "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
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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

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