Shumway, Robert H.

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 .

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.

9783319524511

2017930675


Time-series analysis
Stoffer, David S.

519.55 SH TI