Shumway, Robert H.

Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer. - 3rd ed. - New York : Springer, c2011. - xi, 596 p. : ill. ; 25 cm. - Springer texts in statistics .

Includes bibliographical references and index.

Characteristics of time series --
Time series regression and exploratory data analysis --
ARIMA models --
Spectral analysis and filtering --
Additional time domain topics --
State-space models --
Statistical methods in the frequency domain. Table of contents

Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.



9781441978646 9781441978653

2011287083


Time-series analysis.

QA280 / .S585 2011

519 / SHT 2011

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