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.


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