Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer.

By: Shumway, Robert H
Contributor(s): Stoffer, David S
Material type: TextTextLanguage: English Series: Springer texts in statisticsPublisher: New York : Springer, c2011Edition: 3rd edDescription: xi, 596 p. : ill. ; 25 cmISBN: 9781441978646; 9781441978653Subject(s): Time-series analysisDDC classification: 519 LOC classification: QA280 | .S585 2011Online resources: WorldCat details | Ebook Fulltext
Contents:
Table of contents 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.
Summary: 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.
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
E-Book E-Book EWU Library
E-book
Non-fiction 519 SHT 2011 (Browse shelf) Not for loan
Text Text EWU Library
Reserve Section
Non-fiction 519 SHT 2011 (Browse shelf) C-1 Not For Loan 26618
Total holds: 0

Includes bibliographical references and index.

Table of contents 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.

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.

Applied Statistics

There are no comments for this item.

to post a comment.

Library Home | Contacts | E-journals
Copyright @ 2011-2019 EWU Library
East West University