Time series analysis and its applications : with R examples
By: Shumway, Robert H
Material type:![](/opac-tmpl/lib/famfamfam/BK.png)
Summary:
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.
Item type | Home library | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|
REGULAR | University of Wollongong in Dubai Main Collection | 519.55 SH TI (Browse shelf) | Available | T0056594 |
Total holds: 0
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.- 8. 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.