The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science) - Tapa blanda

Libro 61 de 113: Chapman & Hall/CRC Texts in Statistical Science

Chatfield, Chris; Xing, Haipeng

 
9781498795630: The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science)
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ISBN 10: 1498795633 ISBN 13: 9781498795630
Editorial: Routledge, 2019

Sinopsis

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.

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Acerca del autor

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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Editorial
Routledge
Año de publicación
2019
Idioma
Inglés
ISBN 10 
1498795633
ISBN 13 
9781498795630
Encuadernación
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Número de páginas
414
Contacto del fabricante
Taylor and Francis, GPSR Taylor and Francis
gpsr@taylorandfrancis.com

Taylor & Francis Verlag GmbH, Kaufingerstraße 24
München
80331
Alemania

Otras ediciones populares con el mismo título

9781138066137: The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science)

Edición Destacada

ISBN 10:  1138066133 ISBN 13:  9781138066137
Editorial: Chapman and Hall/CRC, 2019
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