Time series analysis and its applications : with R examples (eBook, 2011) [WorldCat.org]
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Time series analysis and its applications : with R examples

Author: Robert H Shumway; David S Stoffer
Publisher: New York : Springer, ©2011.
Series: Springer texts in statistics.
Edition/Format:   eBook : Document : English : 3rd edView all editions and formats

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  Read more...


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Genre/Form: Electronic books
Additional Physical Format: Print version:
Shumway, Robert H.
Time series analysis and its applications.
New York : Springer, ©2011
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Robert H Shumway; David S Stoffer
ISBN: 9781441978653 1441978658 9781461427599 1461427592 144197864X 9781441978646
OCLC Number: 695387008
Description: 1 online resource (xi, 596 pages)
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.
Series Title: Springer texts in statistics.
Responsibility: Robert H. Shumway, David S. Stoffer.
More information:


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From the reviews of the third edition: "This is the third edition of a textbook first published in 2000. The text is intended as a course text for a time series analysis class at the graduate level. Read more...

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