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The Analysis of Time Series: An Introduction, Sixth Edition (Texts in… (edition 2003)
The Analysis of Time Series: An Introduction by Chris Chatfield
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Amazon.com Product Description (ISBN 0412318202, Paperback)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.
(retrieved from Amazon Mon, 30 Sep 2013 13:21:49 -0400)
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