UWI BOOKSHOP » Faculty of Science and Technology » Mathematics » MT0513 » THE ANALYSIS OF TIME SERIES: AN INTRODUCTION
Model: MT0513
ISBN: 9781584883173
Authors: CHATFIELD, C.
Price: $15,510.00JMD
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This product was added to our catalog on Monday 12 September, 2011.
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.