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Time Series Analysis

books.gif Chatfield, C. The Analysis of Time Series: An Introduction, 5th ed. Boca Raton, FL: Chapman and Hall, 1996. $?.

Cryer, Jonathan D. Time Series Analysis. Boston, MA: PWS Publishers, 1986. $?.

Grenander, Ulf and Rosenblatt, Murray. Statistical Analysis of Stationary Time Series. New York: Wiley, 1957. 300 p. $?.

Miller, R.B. and Wichern, D.W. Intermediate Business Statistics: Analysis of Variance, Regression, and Time Series. New York: Holt, Rinehart and Winston, pp. 353-438, 1977. $?.

Rao, T.S.; Priestly, M.B.; and Lessi, O. Applications of Time Series Analysis in Astronomy and Meteorology. Boca Raton, FL: Chapman and Hall, 1997. $?.

Rosenblatt, Murray. Gaussian and Non-Gaussian Linear Time Series and Random Fields. New York: Springer-Verlag. 256 p. $69.95.

Rosenblatt, Murray. Time Series Analysis.

Ruelle, David. Chaotic Evolution and Strange Attractors the Statistical Analysis of Time Series for Deterministic Nonlinear Systems. Cambridge, England: Cambridge University Press, 1989. Dense. $19.95.

Shumway, Robert H. and Stoffer, David S. Time Series Analysis and Its Applications. New York: Springer-Verlag, 2000. 549 p. $?.

books.gif Thomopoulos, Nicholas T. Applied Forecasting Methods. Englewood Cliffs, NJ: Prentice-Hall, 1980. 369 p. $?.

Whittaker, E.T. and Robinson, G. The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, 1967. Out of print.

books.gif Wolberg, John R. Prediction Analysis. Princeton, NJ: Van Nostrand, 1967. 291 p.



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2003-10-07
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