Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science) - Image 1

£105.80

CRC Press Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

Name: Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)
Brand: CRC Press
Price: 105.8 GBP
Availability: InStock

Econometrics

This is the most expensive it has ever been. Walk away.

£106 today · previous high £106 · all-time low £60

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 630 days • 630 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 630 days • 3 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £97-106 (581 days, 92.2%)

Price range: £60 - £106

Price levels: 3 price ranges over 630 days

Description

With a focus on analyzing and modeling linear dynamic systems using statistical methods, Time Series Analysis formulates various linear models, discusses their theoretical characteristics, and explores the connections among stochastic dynamic models. Emphasizing the time domain description, the author presents theorems to highlight the most important results, proofs to clarify some results, and problems to illustrate the use of the results for modeling real-life phenomena. The book first provides the formulas and methods needed to adapt a second-order approach for characterizing random variables as well as introduces regression methods and models, including the general linear model. It subsequently covers linear dynamic deterministic systems, stochastic processes, time domain methods where the autocorrelation function is key to identification, spectral analysis, transfer-function models, and the multivariate linear process. The text also describes state space models and recursive and adaptivemethods. The final chapter examines a host of practical problems, including the predictions of wind power production and the consumption of medicine, a scheduling system for oil delivery, and the adaptive modeling of interest rates. Concentrating on the linear aspect of this subject, Time Series Analysis provides an accessible yet thorough introduction to the methods for modeling linear stochastic systems. It will help you understand the relationship between linear dynamic systems and linear stochastic processes.

Key Features

Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

Product Type: ABIS_BOOK

Product Specifications

Brand: CRC Press
Format: hardcover
ASIN: 142005967X
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 27 November 2007
Listed Since: 16 February 2007

Barcode

No barcode data available

CRC Press Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Time Series: A Biostatistical Introduction (Oxford Statistical Science Series, No. 5)

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

The Analysis of Time Series: Theory and Practice (Monographs on Statistics and Applied Probability)

Time Series Analysis

Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

A Course in Time Series Analysis: 322 (Wiley Series in Probability and Statistics)

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

Time Series Analysis and Forecasting by Example: 301 (Wiley Series in Probability and Statistics)

Time-Series Analysis: A Comprehensive Introduction for Social Scientists

An Introduction to State Space Time Series Analysis (Practical Econometrics)

Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)

Time Series for Economics and Finance

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Time Series Analysis: Univariate and Multivariate Methods

Wiley Time Series Analysis - Probability and Statistics Book

Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics)

Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics)

Models for Dependent Time Series (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

The Analysis of Time Series: An Introduction with R (Chapman & Hall/CRC Texts in Statistical Science)

Time Series: A Biostatistical Introduction (Oxford Statistical Science Series)

Applied Time Series Analysis and Forecasting with Python (Statistics and Computing)

Time Series Analysis: With Applications in R (Springer Texts in Statistics)

Time Series Modelling with Unobserved Components