Analysis of Time Series (Paperback)
 
作者: Chris Chatfield 
分類: Economic statistics ,
Probability & statistics  
書城編號: 1568400


售價: $1008.00

購買後立即進貨, 約需 18-25 天

 
 
出版社: Taylor & Francis
出版日期: 2019/05/07
尺寸: 235x156x33mm
重量: 691 grams
ISBN: 9781498795630
 
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商品簡介


This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models. It also presents many examples and implementations of time series models and methods to reflect advances in the field.

Highlights of the seventh edition:

  • A new chapter on univariate volatility models
  • A revised chapter on linear time series models
  • A new section on multivariate volatility models
  • A new section on regime switching models
  • Many new worked examples, with R code integrated into the text

The book can be used as a textbook for an undergraduate or a graduate level time series course in statistics. The book does not assume many prerequisites in probability and statistics, so it is also intended for students and data analysts in engineering, economics, and finance.

Chris Chatfield 作者作品表

Analysis of Time Series (Paperback)

eBook: Statistics for Technology: A Course in Applied Statistics, Third Edition (DRM EPUB)

eBook: Statistics for Technology: A Course in Applied Statistics, Third Edition (DRM PDF)

Analysis of Time Series (Paperback)

eBook: Problem Solving: A statistician's guide, Second edition (DRM EPUB)

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