Chris (University of Bath, UK (Retired)) Chatfield,
Chris Chatfield,
Haipeng Xing
CRC Press
7e druk, 2019
9781138066137
Analysis of Time Series
An Introduction with R
Specificaties
Gebonden, 414 blz.
|
Engels
CRC Press |
7e druk, 2019
ISBN13: 9781138066137
Rubricering
Onderdeel van serie
Chapman & Hall/CRC Texts in Statistical Science
Levertijd ongeveer 10 werkdagen
Samenvatting
A new chapter on univariate volatility models
A revised chapter on linear time series models
A new section on multivariate volatility models
A new section on regime switching models
Many new worked examples, with R code integrated into the text