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

By:

McElroy, Tucker S

Contributor(s):

Politis, Dimitris N

Material type: Text

TextSeries: Texts in statistical sciencePublication details: Boca Raton CRC Press 2020Description: 566pISBN:

9781439876510

Subject(s):

DDC classification:

519.55 MCE-T

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Shelving location	Call number	Status	Date due	Barcode	Item holds
Books	BITS Pilani Hyderabad	510	General Stack (For lending)	519.55 MCE-T (Browse shelf(Opens below))	Available		44980

Total holds: 0

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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