The Analysis of Time Series: An Introduction with R by Chatfield, Chris

The Analysis of Time Series: An Introduction with R (Hardcover) (ISBN-13: 9781138066137)

Vendor: Chris Chatfield
Product type: Books
Format: Hardcover
$210.00
$210.00
$210.00
Subtotal: $210.00
The Analysis of Time Series: An Introduction with R by Chatfield, Chris

The Analysis of Time Series: An Introduction with R

$210.00
The Analysis of Time Series: An Introduction with R by Chatfield, Chris

The Analysis of Time Series: An Introduction with R

$210.00
Format: Hardcover
Description
Description
x
This new edition of this classic title, now in its seventh edition, presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.

Author: Chris Chatfield, Haipeng Xing
ISBN-10: 1138066133
ISBN-13: 9781138066137
Publisher: CRC Press
Language: English
Published: 05/08/2019
Pages: 414
Format: Hardcover
Weight: 1.67lbs
Size: 9.21h x 6.14w x 0.94d
By Chris Chatfield
By Chris Chatfield
x

Chris Chatfield is a retired Reader in Statistics at the University of Bath, UK, the author of five books and numerous research papers, and an elected Honorary Fellow of the International Institute of Forecasters.

Haipeng Xing is an associate professor in Applied Mathematics and Statistics at the State University of New York, Stony Brook, USA, the author of two books and numerous research papers. His research interests include quantitative finance and risk management, econometrics, applied stochastic control, and sequential statistical methodology.

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