01603nam a22002775i 4500
138260
ISI Library, Kolkata
20180403154043.0
170110s2017 nyu 000 0 eng
9783319524511
ISI Library
000SA.3
23
Sh562
Shumway, Robert H.,
author
Time series analysis and its applications :
with R examples /
Robert H. Shumway and David S. Stoffer.
4th ed.
Cham :
Springer,
2017.
xiii, 562 pages :
illustrations ;
26 cm.
Springer texts in statistics
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.
Time-series analysis
Data processing.
R (Computer program language)
Stoffer, David S.,
author
ddc
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