Time series analysis and its applications
with R examples
Shumway, Robert H.
creator
Stoffer, David S.
text
bibliography
nyu
New York
Springer
c2011
2011
3rd ed.
monographic
eng
xi, 596 p. : ill. ; 25 cm.
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.
TOC 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.
general
Robert H. Shumway, David S. Stoffer.
Includes bibliographical references and index.
AS
Time-series analysis
QA280 .S585 2011
519 SHT 2011
Springer texts in statistics
9781441978646
9781441978653
2011287083
http://www.worldcat.org/title/time-series-analysis-and-its-applications-with-r-examples/oclc/695387008&referer=brief_results
http://lib.ewubd.edu/ebook/5222
http://www.worldcat.org/title/time-series-analysis-and-its-applications-with-r-examples/oclc/695387008&referer=brief_results
http://lib.ewubd.edu/ebook/5222
DLC
110625
20190307145903.0
5222
eng