Publication

1984 - Chapman and Hall, London, England

Language

English

Word Count

71,500 words, Guess

Page Count

286 pages

Identifiers

and 3 more

Classifications

  • DDC519.5/5
  • LCCQA280 .C4 1984

Description

"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."--Jacket.

Subjects

Series Statement

  • Science paperbacks ;
  • 195

Other Editions

  • The analysis of time series: an introductionChapman and Hall1984-01-01
Show 3 more editions

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