Time series analysis and its applications : with R examples / Robert H. Shumway and David S. Stoffer.
Material type:
TextSeries: Springer texts in statisticsPublication details: Cham : Springer, 2017.Edition: 4th edDescription: xiii, 562 pages : illustrations ; 26 cmISBN: - 9783319524511
- 000SA.3 23 Sh562
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|
| Books | ISI Library, Kolkata | 000SA.3 Sh562 (Browse shelf(Opens below)) | Available | 138260 |
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| 000SA.3 P372 Time series analysis, modeling and applications : | 000SA.3 P597 Introduction to time series analysis / | 000SA.3 SC355 Stochastic analysis of scaling time series : | 000SA.3 Sh562 Time series analysis and its applications : with R examples / | 000SA.3 T161 Time series analysis : | 000SA.3 T926 Models for dependent time series / | 000SA.3 T939 Non-linear time series : |
Include index and bibliographical references and index.
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 --
Appendix A : Large sample theory --
Appendix B : Time domain theory --
Appendix C : spectral domain theory --
Appendix R: R supplement.
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.
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