Statistical analysis of financial data in S -plus
- New York Springer-Verlag c2004
- "xvi,451p. : ill. ;24cm."
includes bibliographical references and index
"Contents: 1: Univariate exploratory data analysis-2: Multivariate data exploration - 3: Parametric regression -- 4: Local & nonparametric regression - 5: Time series & state space models - 6: Multivariate time series, linear systems & Kalman filtering - 7: Nonlinear time series: Models and simulation - Appendix: An introduction to S and S-Plus"