| 书目名称 | Time Series Analysis and Its Applications | | 副标题 | With R Examples | | 编辑 | Robert H. Shumway,David S. Stoffer | | 视频video | | | 概述 | Student-tested and improved.Accessible and complete treatment of modern time series analysis.Promotes understanding of theoretical concepts by bringing them into a more practical context.Comprehensive | | 丛书名称 | Springer Texts in Statistics | | 图书封面 |  | | 描述 | .The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty..The book is designed as a textbook 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. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods..This edition includes R code | | 出版日期 | Textbook 20174th edition | | 关键词 | ARIMA models; dynamic linear models; R package; spectral analysis; categorical time series analysis; mult | | 版次 | 4 | | doi | https://doi.org/10.1007/978-3-319-52452-8 | | isbn_softcover | 978-3-319-52451-1 | | isbn_ebook | 978-3-319-52452-8Series ISSN 1431-875X Series E-ISSN 2197-4136 | | issn_series | 1431-875X | | copyright | Springer International Publishing AG 2017 |
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发表于 2025-3-21 19:34:54
