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Time series : a first course with bootstrap starter / Tucker S. McElroy and Dimitris N,Politis

By: Contributor(s): Material type: TextTextSeries: Texts in statistical sciencePublication details: Boca Raton CRC Press 2020Description: 566pISBN:
  • 9781439876510
Subject(s): DDC classification:
  • 519.55 MCE-T
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The book provides the foundation of time series methods, including linear filters and a geometric approach to prediction. The critical 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 modelling."

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