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9781461427599: Time Series Analysis and Its Applications: With R Examples

Synopsis

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.

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À propos de l?auteur

Robert H. Shumway is Professor Emeritus of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a member of the International Statistical Institute. He won the 1986 American Statistical Association Award for Outstanding Statistical Application and the 1992 Communicable Diseases Center Statistics Award; both awards were for joint papers on time series applications. He is the author of a previous 1988 Prentice-Hall text on applied time series analysis and served as a Departmental Editor for the Journal of Forecasting and Associate Editor for the Journal of the American Statistical Association. David S. Stoffer is Professor of Statistics at the University of Pittsburgh. He is a Fellow of the American Statistical Association. He has made seminal contributions to the analysis of categorical time series and won the 1989 American Statistical Association Award for Outstanding Statistical Application in a joint paper analyzing categorical time series arising in infant sleep-state cycling. He is currently a Departmental Editor of the Journal of Forecasting and an Associate Editor of the Annals of Statistical Mathematics. He has served as a Program Director in the Division of Mathematical Sciences at the National Science Foundation and as an Associate Editor for the Journal of the American Statistical Association.

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  • ÉditeurSpringer-Verlag New York Inc.
  • Date d'édition2012
  • ISBN 10 1461427592
  • ISBN 13 9781461427599
  • ReliureBroché
  • Langueanglais
  • Nombre de pages596
  • Coordonnées du fabricantnon disponible

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9781441978646: Time Series Analysis and Its Applications: With R Examples

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ISBN 10 :  144197864X ISBN 13 :  9781441978646
Editeur : Springer-Verlag New York Inc., 2010
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Shumway, Robert H.; Stoffer, David S.
Edité par Springer, 2012
ISBN 10 : 1461427592 ISBN 13 : 9781461427599
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