Browsing by Subject "Time-series analysis"

Now showing items 1-3 of 3

    • Analysis of financial time series 

      Tsay, Ruey S. (John Wiley & Sons, Inc., 2010)
      This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and ...

    • Nonlinear time series analysis 

      Tsay, Ruey S.; Chen, Rong (Wiley, 2019)
      A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear ...

    • Time series analysis : forecasting and control 

      Box, George E. P.; Jenkins, Gwilym M.; Reinsel, Gregory C.; Ljung, Greta M. (Wiley, 2016)
      The 5th edition of Time Series Analysis: Forecasting and Control maintains a balanced presentation of the tools for modeling and analyzing time series. Also describing the latest developments that have occurred in the field ...