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Titlebook: Time Series Analysis and Its Applications; With R Examples Robert H. Shumway,David S. Stoffer Textbook 20174th edition Springer Internation

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書目名稱Time Series Analysis and Its Applications
副標(biāo)題With R Examples
編輯Robert H. Shumway,David S. Stoffer
視頻videohttp://file.papertrans.cn/926/925437/925437.mp4
概述Student-tested and improved.Accessible and complete treatment of modern time series analysis.Promotes understanding of theoretical concepts by bringing them into a more practical context.Comprehensive
叢書名稱Springer Texts in Statistics
圖書封面Titlebook: Time Series Analysis and Its Applications; With R Examples Robert H. Shumway,David S. Stoffer Textbook 20174th edition Springer Internation
描述.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
出版日期Textbook 20174th edition
關(guān)鍵詞ARIMA models; dynamic linear models; R package; spectral analysis; categorical time series analysis; mult
版次4
doihttps://doi.org/10.1007/978-3-319-52452-8
isbn_softcover978-3-319-52451-1
isbn_ebook978-3-319-52452-8Series ISSN 1431-875X Series E-ISSN 2197-4136
issn_series 1431-875X
copyrightSpringer International Publishing AG 2017
The information of publication is updating

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