Time Series Analysis
Wilfredo Palma
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Description for Time Series Analysis
Hardcover. A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. Series: Wiley Series in Probability and Statistics. Num Pages: 608 pages, illustrations. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 280 x 230 x 28. .
A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. The book focuses on the treatment of univariate time series by illustrating a number of well-known models such as ARMA and ARIMA. Providing contemporary coverage, the book features several useful and newlydeveloped techniques such as weak and strong dependence, Bayesian methods, non-Gaussian data, local stationarity, missing values and outliers, and threshold models. Time Series Analysis includes practical applications of time series methods ... Read more
A modern and accessible guide to the analysis of introductory time series data Featuring an organized and self-contained guide, Time Series Analysis provides a broad introduction to the most fundamental methodologies and techniques of time series analysis. The book focuses on the treatment of univariate time series by illustrating a number of well-known models such as ARMA and ARIMA. Providing contemporary coverage, the book features several useful and newlydeveloped techniques such as weak and strong dependence, Bayesian methods, non-Gaussian data, local stationarity, missing values and outliers, and threshold models. Time Series Analysis includes practical applications of time series methods ... Read more
Product Details
Publisher
John Wiley and Sons Ltd
Format
Hardback
Publication date
2016
Series
Wiley Series in Probability and Statistics
Condition
New
Weight
968g
Number of Pages
616
Place of Publication
Hoboken, United States
ISBN
9781118634325
SKU
V9781118634325
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Wilfredo Palma
Wilfredo Palma, PhD, is Professor of Statistics in the Department of Statistics at Pontificia Universidad Cat lica de Chile. Dr. Palma has published several refereed articles and has received over a dozen academic honors and awards. His research interests include time series analysis, prediction theory, state space systems, linear models, and econometrics. He is the author of Long-Memory Time Series: ... Read more
Reviews for Time Series Analysis
This book offers a comprehensive overview of time series analysis...The focus throughout is on methodologies and techniques selected to help the reader develop a working knowledge of practical applications of time series methods... The author manages to incorporate a huge number of topics and his book verges on the encyclopedic...This is a book that would likely be of more use ... Read more