Main Title |
Time series analysis and its applications : with R examples / |
Author |
Shumway, Robert H.
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Other Authors |
|
Publisher |
Springer, |
Year Published |
2011 |
OCLC Number |
690089209 |
ISBN |
9781441978646; 144197864X |
Subjects |
Time-series analysis ;
Tijdreeksen ;
Time-series analysis
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Internet Access |
|
Holdings |
Library |
Call Number |
Additional Info |
Location |
Last Modified |
Checkout Status |
EKCM |
QA280.S585 2011 |
|
CEMM/GEMMD Library/Gulf Breeze,FL |
10/28/2013 |
|
Edition |
3rd ed. |
Collation |
xi, 596 p. : ill. ; 25 cm. |
Notes |
Includes bibliographical references (p. [575]-589) and index. |
Contents Notes |
Characteristics of time series -- Time series regression and exploratory data analysis -- ARIMA models -- Spectral analysis and filtering -- Additional time domain topics -- State-space models -- 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. |