The Analysis of Time Series - Couverture souple

Chatfield, Chris

Couverture souple

ISBN 10 : 1498795633 ISBN 13 : 9781498795630

Editeur : Routledge, 2019

A propos du livre

Présentation de l'éditeur

This is the seventh edition of a classic introductory textbook on time series analysis. In this edition, a new co-author has been added to modernize the book. It has been revised to include three new chapters - on Volatility Models, Nonlinear Models, and High-Frequency Time Series Models - plus R code throughout the book, and many new examples and exercises. The book is set apart from the competition due to its accessibilit and a perfect balance of theory and examples, so the book should maintain its position as one of the leading introductory textbooks on the topic.

• Provides an accessible introduction to time series analysis.
• Written in a lucid style, with a good balance of theory and examples.
• New edition includes three new chapters on Volatility Models, Nonlinear Models, and High-Frequency Time Series Models.
• Now includes R code throughout, with data and code on a supplementary website.
• Includes many new examples and exercises.

Biographie de l'auteur

Haipeng Xing is Associate Professor in the Department of Applied Mathematics and Statistics,
State University of New York at Stony Brook.

Chris Chatfield is retired from the University of Bath.

Détails de l'édition

• Éditeur: Routledge
• Date d'édition: 2019
• ISBN 10: 1498795633
• ISBN 13: 9781498795630
• Reliure: Broché
• Langue: anglais
• Nombre de pages: 414