Applied Time Series Analysis - Couverture rigide

Woodward, Wayne A.; Gray, Henry L.; Elliot, Alan C.

Couverture rigide

ISBN 10 : 1439818371 ISBN 13 : 9781439818374

Editeur : CRC Press Inc, 2011

Synopsis

Virtually any random process developing chronologically can be viewed as a time series. In economics, closing prices of stocks, the cost of money, the jobless rate, and retail sales are just a few examples of many. Developed from course notes and extensively classroom-tested, Applied Time Series Analysis includes examples across a variety of fields, develops theory, and provides software to address time series problems in a broad spectrum of fields. The authors organize the information in such a format that graduate students in applied science, statistics, and economics can satisfactorily navigate their way through the book while maintaining mathematical rigor.

One of the unique features of Applied Time Series Analysis is the associated software, GW-WINKS, designed to help students easily generate realizations from models and explore the associated model and data characteristics. The text explores many important new methodologies that have developed in time series, such as ARCH and GARCH processes, time varying frequencies (TVF), wavelets, and more. Other programs (some written in R and some requiring S-plus) are available on an associated website for performing computations related to the material in the final four chapters.

A propos du livre

À propos de l?auteur

Henry L. Gray is a C.F. Frensley Professor Emeritus in the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Wayne A. Woodward is a professor and chair of the Department of Statistical Science at Southern Methodist University in Dallas, Texas. Alan C. Elliott is a biostatistician in the Department of Clinical Sciences at the University of Texas Southwestern Medical Center in Dallas.

Détails de l'édition

• Éditeur: CRC Press Inc
• Date d'édition: 2011
• Langue: anglais
• ISBN 10: 1439818371
• ISBN 13: 9781439818374
• Reliure: Relié
• Nombre de pages: 540
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible