The Analysis of Time Series

Name: The Analysis of Time Series
Brand: Taylor & Francis
SKU: 9781138066137
Price: 412.0 NZD
Availability: InStock

An Introduction with R

By Chris Chatfield and Haipeng Xing

Series: Chapman & Hall/CRC Texts in Statistical Science

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Summary

The Analysis of Time Series is a comprehensive and balanced introduction to the theory, implementation, and practice of time series analysis. Covering topics from ARIMA models and forecasting methods to spectral analysis, state-space models, Kalman filters, nonlinear and volatility models, as well as multivariate models, this seventh edition serves as a detailed guide for understanding and applying time series techniques.
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Format: Hardback

$412⁰⁰

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The Analysis of Time Series

$412⁰⁰

Book Hero Magic created this recommendation. While it's new and still learning, it may not be perfect - your feedback is welcome! IS THIS YOUR NEXT READ?

This book is ideal for undergraduate and masters students in mathematics, statistics, economics, and related disciplines. It is also highly suitable for early PhD researchers seeking a solid foundation in time series analysis theory and practice.

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.

Description

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 Analysis of Time Series 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.

Book Hero Magic summarised reviews for this book. While it's new and still learning, it may not be perfect - your feedback is welcome! HOW HAS THIS BEEN REVIEWED?

Reviewers praise the book for its accessibility and comprehensive coverage. Chitaranjan Mahapatra commends the authors for providing reliable data, clear explanations, and helpful exercises, noting it as an excellent resource for students ranging from undergraduates to early-stage PhD candidates in fields such as mathematics, economics, statistics, and biomedical engineering. The book is valued for its balanced presentation and insight into a wide array of time series topics.

Book Details

INFORMATION

ISBN: 9781138066137

Publisher: Taylor & Francis Ltd

Format: Hardback

Date Published: 08 May 2019

Country: United Kingdom

Imprint: CRC Press

Edition: 7th edition

Illustration: 85 Line drawings, black and white; 85 Illustrations, black and white

Audience: Tertiary education

DIMENSIONS

Width: 156.0mm

Height: 234.0mm

Weight: 725g

Pages: 414

Collections

Chris Chatfield Education & Reference Finance & Economics Finance & Investment Haipeng Xing Non-Fiction Science & Nature Series: Chapman & Hall/CRC Texts in Statistical Science

About the Author

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.