Time Series Analysis - Hamilton, James

The last decade has brought dramatic changes in the way that researchers analyze time series data. This much-needed book synthesizes all of the major recent advances and develops a single, coherent presentation of the current state of the art of this increasingly important field. James Hamilton provides for the first time a thorough and detailed ...

Time Series Analysis 1994, Princeton University Press, Princeton, NJ

ISBN-13: 9780691042893