Articles liés à Time Series Analysis and Its Applications: With R Examples

Time Series Analysis and Its Applications: With R Examples - Couverture rigide

Shumway, Robert-H

 
9780387293172: Time Series Analysis and Its Applications: With R Examples
Couverture rigide
ISBN 10 : 0387293175 ISBN 13 : 9780387293172
Editeur : Springer-Verlag New York Inc., 2006

Synopsis

"Time Series Analysis and Its Applications, Second Edition", presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non-trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, or finding a gene in a DNA sequence. The book is designed to be useful as a text for graduate level students in the physical, biological and social sciences and as a graduate level text in statistics. Some parts may also serve as an undergraduate introductory course.Material from the first edition of the text has been updated by adding examples and associated code based on the freeware R statistical package.As in the first edition, modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, GARCH models, stochastic volatility models, wavelets, and Monte Carlo Markov chain integration methods are incorporated in the text. In this edition, the material has been divided into smaller chapters, and the coverage of financial time series, including GARCH and stochastic volatility models, has been expanded. These topics add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models.

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Présentation de l'éditeur

Time Series Analysis and Its Applications, second edition, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non-trivial data illustrate solutions to problems suc

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag New York Inc.
Date d'édition
2006
Langue
anglais
ISBN 10 
0387293175
ISBN 13 
9780387293172
Reliure
Relié
Numéro d'édition
2
Nombre de pages
588
Coordonnées du fabricant
non disponible
Personne responsable
CMN Printpool Inh. Mathis Neumann
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