Time series analysis and its applications : with R examples
by
Shumway, Robert H.
Title
:
Time series analysis and its applications : with R examples
Author
:
Shumway, Robert H.
ISBN
:
9781441978646
Personal Author
:
Shumway, Robert H.
Edition
:
3rd ed.
Publication Information
:
New York : Springer, c2011.
Physical Description
:
xi, 596 p. : ill. ; 25 cm.
Series
:
Springer texts in statistics
Springer texts in statistics.
Contents
:
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.
Subject Term
:
Time-series analysis.
Added Author
:
Stoffer, David S.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025520889 | 519.55 S562T 2011 | 1 |