Time series analysis and its applications : with R examples
Robert H. Shumway, David S. Stoffer
- 4th ed.
- Cham, Switzerland : Springer, c2017.
- xiii, 562 p. : ill. ; 26 cm.
- Springer texts in statistics .
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.