Time series analysis

Time series analysis

by Madsen, Henrik

Type Book
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""In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. … this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn t…

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Title Statements

  • Full title :Time series analysis / Henrik Madsen, Technical University of Denmark.

Summary

""In this book the author gives a detailed account of estimation, identification methodologies for univariate and multivariate stationary time-series models. The interesting aspect of this introductory book is that it contains several real data sets and the author made an effort to explain and motivate the methodology with real data. … this introductory book will be interesting and useful not only to undergraduate students in the UK universities but also to statisticians who are keen to learn time-series techniques and keen to apply them. I have no hesitation in recommending the book.""-Journa.

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Edition Statements

  • Publication Date:2007

Publication Statements

  • Publisher(s):Chapman & Hall/CRC
  • Place of Publication:Boca Raton
  • Language:eng
  • Publication Date:2007

The Physical Object

  • Description:Online-Ressource (XVI, 372 Seiten) : : Diagramme.

Edition Identifiers

  • ISBN:9781420059670, 142005967X
  • oclc:on1033815539
  • LC Classification:QA280 .M32 2015
  • Dewey Decimal:519.55

Writers

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