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: Text

TextLanguage: English Series: Springer texts in statisticsPublication details: New York : Springer, c2011. Edition: 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:

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.

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)

Holdings ( 2 )
Title notes ( 5 )
Comments ( 0 )

Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode	Item holds
E-Book	Dr. S. R. Lasker Library, EWU E-book	Non-fiction	519 SHT 2011 (Browse shelf(Opens below))		Not for loan
Text	Dr. S. R. Lasker Library, EWU Reserve Section	Non-fiction	519 SHT 2011 (Browse shelf(Opens below))	C-1	Not For Loan		26618

Total holds: 0

Browsing Dr. S. R. Lasker Library, EWU shelves, Shelving location: E-book Close shelf browser (Hides shelf browser)

Previous					No cover image available			Next
Previous	519.57 BAD 2008 Design of comparative experiments /	519.57 MOD 2013 Design and analysis of experiments /	519 LAM 2015 Mixed effects models for the population approach :	519 SHT 2011 Time series analysis and its applications :	523.1 UNI 2008 Universe	530.11 FLS 1997 Six not-so-easy pieces :	530.12 EIQ 2002 Quantum physics of atoms, molecules, solids, nuclei, and particles /	Next

Includes bibliographical references and index.

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.

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.

Tahur Ahmed

There are no comments on this title.

to post a comment.