"Time Series Analysis and Its Applications: With R Examples" by Robert H. Shumway, David S. Stoffer (Repost)
"Time Series Analysis and Its Applications: With R Examples" by Robert H. Shumway, David S. Stoffer
Third Edition
Sрringеr SciBus Media | 2011 | ISBN: 144197864X 9781441978653 9781441978646 | 609 pages | PDF | 11 MB
Third Edition
Sрringеr SciBus Media | 2011 | ISBN: 144197864X 9781441978653 9781441978646 | 609 pages | PDF | 11 MB
The book is designed to be useful as a text for graduate level students in the physical, biological and social sciences and as a graduate level text in statistics. This volume presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory.
Numerous examples using non-trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging or monitoring a nuclear test ban treaty.
Contents
Preface to the Third Edition
1 Characteristics of Time Series
2 Time Series Regression and Exploratory Data Analysis
3 ARIMA Models
4 Spectral Analysis and Filtering
5 Additional Time Domain Topics
6 State-Space Models
7 Statistical Methods in the Frequency Domain
A: Large Sample Theory
B: Time Domain Theory
C: Spectral Domain Theory
R: R Supplement
References
Index
with TOC BookMarkLinks