The Analysis of Time Series (häftad, eng)

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.

Format	Häftad
Omfång	414 sidor
Språk	Engelska
Förlag	Taylor & Francis Inc
Utgivningsdatum	2019-05-09
ISBN	9781498795630