Chatfield, Christopher.

The analysis of time series : an introduction / C. Chatfield. - 4th ed. - London : Chapman and Hall, 1989. - xii, 241 p. : ill. ; 24 cm. + hbk.

Includes bibliographical references (pages 222-228) and indexes.

Introduction -- Simple descriptive techniques -- Probability models for time series -- Estimation in the time domain -- Forecasting -- Stationary processes in the frequency domain -- Spectral analysis -- Bivariate processes -- Linear systems -- State-space models and the Kalman filter -- Some other topics.

0412318105 0412318202


Time-series analysis.

519.55