The analysis of time series: an introduction. 4th ed.

*(English)*Zbl 0732.62088
London: Chapman and Hall. xiv, 241 p. $ 25.00 (1989).

The first nine chapters of this fourth edition have much the same structure as the first three editions (for a review of the third edition from 1984 see Zbl 0551.62062), but many sections have been largely rewritten, particularly in Chapters 2 to 5, and the text has been clarified and updated throughout. There is a new Chapter 10 on state- space models, as this topic is of much current interest. The old Chapter 10 has been extensively revised as a new Chapter 11. The references have been updated throughout.

##### MSC:

62M10 | Time series, auto-correlation, regression, etc. in statistics (GARCH) |

62-01 | Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics |

62M20 | Inference from stochastic processes and prediction |

62M15 | Inference from stochastic processes and spectral analysis |

93E12 | Identification in stochastic control theory |