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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.
Ideal for readers interested in maths.
Title: Analysis of Time Series
Format: Hardback Book
Release Date: 08 May 2019
Author: Chris Chatfield
Sku: 3645329
Catalogue No: 9781138066137
Category: Maths
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