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The analysis of time series : an introduction

Author: Christopher Chatfield
Publisher: London : Chapman and Hall, 1996.
Series: Texts in statistical science.
Edition/Format:   Print book : English : 5th edView all editions and formats
Database:WorldCat
Summary:

This non-technical text introduces a broad cross-section of topics in time series analysis. This edition includes three new chapters, providing material on non-linear models, multivariate models, and  Read more...

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Additional Physical Format: Online version:
Chatfield, Christopher, 1941-
Analysis of time series.
London : Chapman and Hall, 1996
(OCoLC)625944766
Document Type: Book
All Authors / Contributors: Christopher Chatfield
ISBN: 0412716402 9780412716409
OCLC Number: 36259687
Notes: Previous edition: 1989.
Description: xii, 283 pages ; 24 cm.
Contents: 1. Introduction --
2. Simple descriptive techniques --
3. Probability models for time series --
4. Estimation in the time domain --
5. Forecasting --
6. Stationary processes in the frequency domain --
7. Spectral analysis --
8. Bivariate processes --
9. Linear systems --
10. State-space models and the Kalman filter --
11. Non-linear models --
12. Multivariate time-series modelling --
13. Some other topics --
Appendix A The Fourier, Laplace and Z transforms --
Appendix B The Dirac delta function --
Appendix C Covariance --
Appendix D Some worked examples.
Series Title: Texts in statistical science.
Responsibility: C. Chatfield.

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