Format:
xv, 398 Seiten
Edition:
Seventh edition
ISBN:
9781498795630
,
9781138066137
Series Statement:
Chapman & Hall/CRC texts in statistical science series
Content:
Introduction -- Basic descriptive techniques -- Some linear time series models -- Fitting time series models in the time domain -- Forecasting -- Stationary processes in the frequency domain -- Spectral analysis -- Bivariate processes -- Linear systems -- State-space models and the Kalman filter -- Non-linear models -- Volatility models -- Multivariate time series modelling -- Some more advanced topics -- Appendices.
Note:
Literaturverzeichnis: Seite 381-393
Additional Edition:
ISBN 9781351259446
Language:
English
Subjects:
Economics
,
Mathematics
,
Psychology
Keywords:
Zeitreihenanalyse
Author information:
Chatfield, Christopher 1941-
