Analysis of Time Series : An Introduction With R

Chatfield, Chris; Xing, Haipeng

ISBN 10: 1498795633 / ISBN 13: 9781498795630

Published by Chapman and Hall/CRC, 2019

About this Item

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Bibliographic Details

• Title: Analysis of Time Series : An Introduction With R
• Publisher: Chapman and Hall/CRC
• Publication Date: 2019
• Language: English
• ISBN 10: 1498795633
• ISBN 13: 9781498795630
• Binding: Soft cover
• Condition: good

About this title

Synopsis

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.

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.