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- Retrait gratuit dans votre magasin Club
- 7.000.000 titres dans notre catalogue
- Payer en toute sécurité
- Toujours un magasin près de chez vous
97,45 €
+ 194 points
Format
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 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. It also presents many examples and implementations of time series models and methods to reflect advances in the field.
Highlights of the seventh edition:
- A new chapter on univariate volatility models
- A revised chapter on linear time series models
- A new section on multivariate volatility models
- A new section on regime switching models
- Many new worked examples, with R code integrated into the text
The book can be used as a textbook for an undergraduate or a graduate level time series course in statistics. The book does not assume many prerequisites in probability and statistics, so it is also intended for students and data analysts in engineering, economics, and finance.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 414
- Langue:
- Anglais
- Collection :
Caractéristiques
- EAN:
- 9781498795630
- Date de parution :
- 09-05-19
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 156 mm x 235 mm
- Poids :
- 580 g
