The Analysis Of Time Series - Chatfield Chris; Xing Haipeng | Libro Chapman And Hall/Crc 05/2019 - HOEPLI.it


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chatfield chris; xing haipeng - the analysis of time series

The Analysis of Time Series An Introduction

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Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 05/2019
Edizione: Edizione nuova, 7° edizione





Note Editore

This is the seventh edition of a classic introductory textbook on time series analysis. In this edition, a new co-author has been added to modernize the book. It has been revised to include three new chapters - on Volatility Models, Nonlinear Models, and High-Frequency Time Series Models - plus R code throughout the book, and many new examples and exercises. The book is set apart from the competition due to its accessibility and a perfect balance of theory and examples, so the book should maintain its position as one of the leading introductory textbooks on the topic. Provides an accessible introduction to time series analysis. Written in a lucid style, with a good balance of theory and examples. New edition includes three new chapters on Volatility Models, Nonlinear Models, and High-Frequency Time Series Models. Now includes R code throughout, with data and code on a supplementary website. Includes many new examples and exercises.




Sommario

Introduction Basic Descriptive Techniques Some Linear Time Series Models Fitting Time Series Models 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 Volatility Models Multivariate Time Series Modelling Some More Advanced Topics Appendix A Fourier, Laplace, and z-Transforms Appendix B Dirac Delta Function Appendix C Covariance and Correlation Answers to Exercises




Autore

Haipeng Xing is Associate Professor in the Department of Applied Mathematics and Statistics,State University of New York at Stony Brook. Chris Chatfield is retired from the University of Bath.







Altre Informazioni

ISBN:

9781498795630

Condizione: Nuovo
Collana: Chapman & Hall/CRC Texts in Statistical Science
Dimensioni: 9.25 x 6.125 in
Formato: Brossura
Illustration Notes:85 b/w images and 85 line drawings
Pagine Arabe: 416






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