The Analysis of Time Series: An Introduction

Christopher Chatfield

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Idioma: inglés

Editorial: Chapman and Hall, 1980

0412224607 / 9780412224607

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Librería: World of Books Inc, Montgomery, IL, Estados Unidos de AmericaWorld of Books Inc

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Descripción del artículo del vendedor

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. It also presents many examples and implementations of time series models and methods to reflect advances in the field. Highlights of the seventh edition: A new chapter on univariate volatility models A revised chapter on linear time series models A new section on multivariate volatility models A new section on regime switching models Many new worked examples, with R code integrated into the text The book can be used as a textbook for an undergraduate or a graduate level time series course in statistics. The book does not assume many prerequisites in probability and statistics, so it is also intended for students and data analysts in engineering, economics, and finance.

N° de ref. del artículo CIN0412224607G

Detalles bibliográficos

Título
The Analysis of Time Series: An Introduction
Autor
Christopher Chatfield
Editorial
Chapman and Hall
Año de publicación
1980
Estado
Good
Encuadernación
Encuadernación de tapa blanda
Idioma
inglés
ISBN 10
0412224607
ISBN 13
9780412224607
Edición
2ª Edición

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de AbeBooks desde 23 de marzo de 2026

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Founded in 2002, World of Books is a leading online destination for buying and selling both preloved and new books, committed to making sustainable reading accessible to all. With a mission to help people read more and waste less, World of Books offers a huge range of affordable, high-quality books — giving both new and preloved titles a second life. The company also operates World of Books – Sell Your Books, an easy-to-use platform that allows customers to trade in unwanted books for cash, helping to keep books in circulation while promoting sustainability. As a Certified B Corp, World of Books is driven by a vision to become the world’s largest and most sustainable dedicated online bookstore. The company measures its success through the positive environmental impact it creates, the value it provides to customers, and its ability to operate profitably while supporting its sustainable mission

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