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Main Title Time series analysis and its applications : with R examples /
Author Shumway, Robert H.
Other Authors
Author Title of a Work
Stoffer, David S.
Publisher Springer,
Year Published 2011
OCLC Number 690089209
ISBN 9781441978646; 144197864X
Subjects Time-series analysis ; Tijdreeksen ; Time-series analysis
Internet Access
Description Access URL
Contributor biographical information http://catdir.loc.gov/catdir/enhancements/fy1312/2011287083-b.html
Publisher description http://catdir.loc.gov/catdir/enhancements/fy1312/2011287083-d.html
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.