The Analysis of Time Series
An Introduction, Sixth Edition
Seiten
1989
|
4th New edition
Chapman and Hall (Verlag)
978-0-412-31820-7 (ISBN)
Chapman and Hall (Verlag)
978-0-412-31820-7 (ISBN)
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This study aims to provide a comprehensible introduction which considers both theory and practice. Practical examples are considered to help the reader tackle the analysis of real data. The book assumes a knowledge of basic probability theory and elementary statistical inference.
This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.
This book provides a comprehensive introduction to the theory and practice of time series analysis.
Topics include o ARIMA probability models o forecasting methods o spectral analysis o linear systems o state-space models o Kalman filter. Building on the success of earlier editions, the fourth edition serves as a valuable text for undergraduates and postgraduates taking courses in time series as well as provides an excellent resource for self-study.
Introduction
Simple Descriptive Techniques
Probability Models for Time Series
Estimation in the Time Domain
Forecasting
Stationary Processes in the Frequency Domain
Spectral Analysis
Bivariate Processes
Linear Systems
State-Space Models and the Kalman Filter
Non-Linear Models
Multivariate Time-Series Modelling
Some Other Topics
Appendices
The Fourier, Laplace, and Z Transforms
The Dirac Delta Function
Covariance
Some Worked Examples
| Erscheint lt. Verlag | 25.9.1989 |
|---|---|
| Reihe/Serie | Chapman & Hall/CRC Texts in Statistical Science |
| Zusatzinfo | references, index |
| Verlagsort | London |
| Sprache | englisch |
| Gewicht | 336 g |
| Themenwelt | Mathematik / Informatik ► Mathematik |
| Sozialwissenschaften ► Soziologie ► Empirische Sozialforschung | |
| ISBN-10 | 0-412-31820-2 / 0412318202 |
| ISBN-13 | 978-0-412-31820-7 / 9780412318207 |
| Zustand | Neuware |
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