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Analysis of time series an introduction

By: Material type: TextTextLanguage: English Series: Texts in statistical sciencePublication details: Boca Raton Chapman & Hall 2004Edition: 6thDescription: xiii,333pISBN:
  • 1-58488-317-0
Subject(s): DDC classification:
  • 000SA.3 C492
Summary: It covers topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. This edition adds a section on han
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It covers topics, including ARIMA probability models, forecasting methods, spectral analysis, linear systems, state-space models, and the Kalman filter. It also addresses nonlinear, multivariate, and long-memory models. This edition adds a section on han

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