Practical Time Series (Arnold Texts in Statistics) - Softcover

Inhaltsangabe

The study of time ordered data is a branch of statistics with applications in medicine, engineering, and economics. This text is for senior undergraduates and postgraduates studying or using time series analysis. It covers a range of models, from ARIMA models to state space models and the Kalman filter. The estimation problem and the frequency domain are also covered, although emphasis is on practical applications rather than on theory. Exercises are based on R freeware. Janacek is dean of mathematics at the University of East Anglia, UK. The book is distributed in the US by Oxford University Press. Annotation c. Book News, Inc., Portland, OR (booknews.com)

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