Introduction to Time Series Modeling with Applications in R

by Genshiro Kitagawa

Praise for the first edition:

This book] reflects the extensive experience and significant contributions of the author to non-linear and non-Gaussian modeling. ... It] is a valuable book, especially with its broad and accessible introduction of models in the state-space framework

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-Statistics in Medicine

What distinguishes this book from comparable introductory texts is the use of state-space modeling...

• Format: Hardcover
• Language: English
• ISBN: 0367187337
• ISBN13: 9780367187330
• Release Date: August 2020
• Publisher: CRC Press
• Length: 340 Pages
• Weight: 1.44 lbs.
• Dimensions: 0.8" x 6.1" x 9.2"