ISBN 9781584883173,The Analysis of Time Series

The Analysis of Time Series

Publisher:

CRC Press

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ISBN 9781584883173
Publisher

CRC Press

Publication Year 2003
ISBN-13

ISBN 9781584883173

ISBN-10 1584883170
Binding

Paperback

Edition 6th Revised edition
Number of Pages 352 Pages
Subject

Probability & statistics

Offers a comprehensive introduction to the theory and practice of time series analysis. This book 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.
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