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Time Series|Dimitris N. Politis

Time Series : A First Course with Bootstrap Starter

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Overview

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

This item is Non-Returnable

Details

  • ISBN-13: 9781439876510
  • ISBN-10: 1439876517
  • Publisher: CRC Press
  • Publish Date: December 2019
  • Dimensions: 9.21 x 6.14 x 1.25 inches
  • Shipping Weight: 2.19 pounds
  • Page Count: 586

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