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Time Series: A First Course with Bootstrap Starter

Time Series: A First Course with Bootstrap Starter

Hardcover

Series: Chapman & Hall/CRC Texts in Statistical Science

Probability & Statistics

ISBN10: 1439876517
ISBN13: 9781439876510
Publisher: CRC Press
Published: Dec 9 2019
Pages: 586
Weight: 2.19
Height: 1.25 Width: 6.14 Depth: 9.21
Language: English
The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The important paradigm of ARMA models is studied in-depth, as well as frequency domain methods. Entropy and other information theoretic notions are introduced, with applications to time series modeling

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Probability & Statistics