Chatfield, Christopher creator text xxu London Chapman & Hall 2004 6th ed. monographic eng

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xiii, 333 p.: ill.; Contents: Introduction -- Simple descriptive techniques -- Some time-series models -- Fitting time-series models in the time domain -- Forecasting -- Stationary processes in the frequency domain -- Spectral analysis -- Bivariate processes -- Linear systems -- State-space models and the Kalman filter -- Non-linear models -- Multivariate time-series modelling -- Some more advanced topics -- Examples and practical advice -- Appendices: A Fourier, Laplace, and z-transforms -- B Dirac delta function C Covariance ad correlation -- D Some MINITAB and S-PLUS commands -- Christopher Chatfield Includes bibliographical references and index. Time-series analysis QA280.C4 1584883170 120706 20220315165746.0