The Analysis of Time Series

出版者:Chapman & Hall/CRC

作者:Chris Chatfield

页数:352

出版时间:2003-07-29

价格:USD 59.95

装帧:Paperback

isbn号码:9781584883173

图书标签:统计学英文原版数学@科技@教材(2010)

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Now in its sixth edition, this book provides an accessible, comprehensive introduction to the theory and practice of time series analysis. It 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. Building on the success of earlier editions, the sixth edition has been thoroughly revised and updated, and all of the data sets will be available for download from the Internet.