Time Series: A First Course with Bootstrap Starter

By Dimitris N. Politis and Tucker S. McElroy

Book 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

• Format: Paperback
• Language: English
• ISBN: 1032083301
• ISBN13: 9781032083308
• Release Date: June 2021
• Publisher: CRC Press
• Length: 586 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"