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Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)



With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most important results, proofs to clarify some results, and problems to illustrate the use of the results for modeling real-life phenomena.

The book first…


Time Series Analysis

ISBN 10 : 9781420059670
ISBN 13 : 142005967X

With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characte..


The Analysis Of Time Series

ISBN 10 : 0203491688
ISBN 13 : 9780203491683

Since 1975, The Analysis of Time Series: An Introduction has introduced legions of statistics students and researchers to the theory and practice of time series analysis. With each..



Applied Bayesian Forecasting And Time Series Analysis

ISBN 10 : 0412044013
ISBN 13 : 9780412044014

Practical in its approach, Applied Bayesian Forecasting and Time Series Analysis provides the theories, methods, and tools necessary for forecasting and the analysis of time series..


State Space Methods For Time Series Analysis

ISBN 10 : 9781482219609
ISBN 13 : 1482219603

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulation written in state-..



Time Series Analysis By State Space Methods

ISBN 10 : 9780199641178
ISBN 13 : 019964117X

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of ..


Astronomical Time Series

ISBN 10 : 9789401589413
ISBN 13 : 9401589410

ELlA M. LEIBOWITZ Director, Wise Observatory Chair, Scientific Organizing Committee The international symposium on "Astronomical Time Series" was held at the Tel Aviv University ca..


Time Series Analysis

ISBN 10 : 9780444538581
ISBN 13 : 0444538585

The field of statistics not only affects all areas of scientific activity, but also many other matters such as public policy. It is branching rapidly into so many different subject..


Regression Models For Time Series Analysis

ISBN 10 : 9780471461685
ISBN 13 : 0471461687

A thorough review of the most current regression methods in time series analysis Regression methods have been an integral part of time series analysis for over a century. Recently,..


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