TY - BOOK
AU - Shumway,Robert H.
AU - Stoffer,David S.
TI - Time series analysis and its applications: with R examples
T2 - Springer texts in statistics
SN - 9783319524511
U1 - 000SA.3 23
PY - 2017///
CY - Cham
PB - Springer
KW - Time-series analysis
KW - Data processing.
KW - R (Computer program language)
N1 - 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
N2 - 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
ER -