TY  - GEN
AU  - Chatfield,Chris
AU  - Xing,Haipeng
TI  - Analysis and time series: : an introduction with R
T2  - Texts in Statstical Science
SN  - 9781138066137
U1  - SA.3 23
PY  - 2019///
CY  - Boca Raton
PB  - CRC Press
KW  - Statistics
KW  - Time Series Analysis
N1  - Includes bibliography and index; Introduction -- Basic descriptive techniques -- Some linear 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 -- Volatility models -- Multivariate time series modelling -- Some more advanced topics --
N2  - This edition presents a balanced and comprehensive introduction to the theory, implementation, and practice of time series analysis. The book covers a wide range of topics, including ARIMA models, forecasting methods, spectral analysis, linear systems, state-space models, the Kalman filters, nonlinear models, volatility models, and multivariate models.
ER  -