Time Series Analysis and Its Applications

Автор: Robert H. Shumway, David S. Stoffer

Език:

Корици: С меки корици

Издател: Springer International Publishing AG

Наличност: Налично при издателя, по поръчка

Изпращаме след 17-27 дни

116.38 € 227.61 лв

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and...

Информация за книгата

Автор

Robert H. Shumway, David S. Stoffer

Език

Английски език

Корици

Книга - С меки корици

Издадена

2017

страници

562

EAN

9783319524511

ISBN

3319524518

Enbook ID

15597947

Издател

Springer International Publishing AG

Теглоt

1066

Размери

253 x 176 x 32

Пълно описание

The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty.The book is designed as a textbook for graduate level students in the physical, biological, and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods. This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book's website for download, making all the data sets and scripts easy to load into R.

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Time Series Analysis and Its Applications

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