Items related to The Analysis of Time Series (Chapman & Hall/CRC...
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.
"synopsis" may belong to another edition of this title.
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.
"About this title" may belong to another edition of this title.
- PublisherChapman and Hall/CRC
- Publication date2019
- ISBN 10 1138066133
- ISBN 13 9781138066137
- BindingHardcover
- Number of pages414
- Rating
Buy New
Learn more about this copy
US$ 230.45
Shipping:
US$ 3.99
Within U.S.A.
Top Search Results from the AbeBooks Marketplace
Stock Image
The Analysis of Time Series (Chapman & Hall/CRC Texts in Statistical Science)
Published by
Chapman and Hall/CRC
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. Seller Inventory # ABLIING23Mar2317530309792
Buy New
US$ 230.45
Convert currency
Stock Image
The Analysis of Time Series: An Introduction with R
Published by
Chapman and Hall/CRC
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. Seller Inventory # ria9781138066137_lsuk
Buy New
US$ 242.73
Convert currency
Stock Image
The Analysis of Time Series
Published by
CRC Press
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description HRD. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L1-9781138066137
Buy New
US$ 256.17
Convert currency
Seller Image
Chatfield, C: The Analysis of Time Series
Published by
CRC Press
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 a. Seller Inventory # 595371164
Buy New
US$ 207.22
Convert currency
Stock Image
The Analysis of Time Series: An Introduction With R
Published by
Chapman & Hall
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: 1
Seller:
Rating
Book Description Hardcover. Condition: Brand New. 7th edition. 398 pages. 9.50x6.25x1.00 inches. In Stock. Seller Inventory # __1138066133
Buy New
US$ 256.26
Convert currency
Stock Image
The Analysis of Time Series (Chapman & Hall/CRC Texts in Statistical Science)
Published by
Chapman and Hall/CRC
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description Condition: New. Seller Inventory # I-9781138066137
Buy New
US$ 284.00
Convert currency
Stock Image
The Analysis of Time Series
Published by
CRC Press
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: > 20
Seller:
Rating
Book Description HRD. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Seller Inventory # L1-9781138066137
Buy New
US$ 261.41
Convert currency
Stock Image
The Analysis of Time Series: An Introduction With R
Published by
Chapman & Hall
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: 2
Seller:
Rating
Book Description Hardcover. Condition: Brand New. 7th edition. 398 pages. 9.50x6.25x1.00 inches. In Stock. Seller Inventory # x-1138066133
Buy New
US$ 293.78
Convert currency
Stock Image
The Analysis of Time Series (Chapman Hall/CRC Texts in Statistical Science)
Seller:
Rating
Book Description Condition: new. Seller Inventory # FrontCover1138066133
Buy New
US$ 324.02
Convert currency
Stock Image
The Analysis of Time Series (Chapman Hall/CRC Texts in Statistical Science)
Published by
Chapman and Hall/CRC
(2019)
ISBN 10: 1138066133
ISBN 13: 9781138066137
New
Hardcover
Quantity: 1
Seller:
Rating
Book Description Hardcover. Condition: new. New. Seller Inventory # Wizard1138066133
Buy New
US$ 324.89
Convert currency