The analysis of time series: An introduction (Science paperbacks)

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The analysis of time series: An introduction (Science paperbacks) image
ISBN-10:

0412260301

ISBN-13:

9780412260308

Edition: Third Edition
Released: Jan 01, 1984
Publisher: Chapman and Hall
Format: Paperback, 256 pages

Description:

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.

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