Introduction to time series modeling /
Kitagawa, Genshiro
Introduction to time series modeling / - Boca Raton : Chapman & Hall/CRC, c2010. - xxiii, 289 p. : - Monographs on statistics and applied probability 114 ; .
Includes bibliographical references and index.
This book provides an introduction to time series analysis with emphasis on the state space approach. It reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. Illustrating how to build models for time series using basic methods, this book covers numerous time series models and the various tools for handling them. The content of the book is well chosen and would be strongly recommend for readers who want to have a first glance to the notion of time series analysis and modelling. It is also a valuable book for teaching a first course on time series modelling both for graduate and/or undergraduate students.
9781584889212 (hardcover : alk. paper) 1584889217 (hardcover : alk. paper)
State-space methods.
Time-series analysis.
QA402 / .K55 2010
519.5'5 / KIT
Introduction to time series modeling / - Boca Raton : Chapman & Hall/CRC, c2010. - xxiii, 289 p. : - Monographs on statistics and applied probability 114 ; .
Includes bibliographical references and index.
This book provides an introduction to time series analysis with emphasis on the state space approach. It reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. Illustrating how to build models for time series using basic methods, this book covers numerous time series models and the various tools for handling them. The content of the book is well chosen and would be strongly recommend for readers who want to have a first glance to the notion of time series analysis and modelling. It is also a valuable book for teaching a first course on time series modelling both for graduate and/or undergraduate students.
9781584889212 (hardcover : alk. paper) 1584889217 (hardcover : alk. paper)
State-space methods.
Time-series analysis.
QA402 / .K55 2010
519.5'5 / KIT