
The analysis of time series
Christopher Chatfield · 1975
על הספר
"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.
פרטי הספר
- שנה
- 1975
- שפה
- English
- הוצאה
- Taylor & Francis Group
- מהדורות
- 2
- ISBN
- 9781138066137
מקור הנתונים: Wikidata


