Abstract
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.
| Original language | English |
|---|---|
| Publisher | CRC Press |
| Number of pages | 398 |
| ISBN (Electronic) | 9781498795647 |
| ISBN (Print) | 9781138066137 |
| DOIs | |
| State | Published - Jan 1 2019 |
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