书目名称 | Time Series Analysis and Its Applications |
编辑 | Robert H. Shumway,David S. Stoffer |
视频video | http://file.papertrans.cn/926/925439/925439.mp4 |
丛书名称 | Springer Texts in Statistics |
图书封面 |  |
描述 | The goals of this book are to develop an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing data, and still maintain a commitment to theoretical integrity, as exemplified by the seminal works of Brillinger (1981) and Hannan (1970) and the texts by Brockwell and Davis (1991) and Fuller (1995). The advent of more powerful computing, es pecially in the last three years, has provided both real data and new software that can take one considerably beyond the fitting of·simple time domain mod els, such as have been elegantly described in the landmark work of Box and Jenkins (1970). The present book is designed to be useful as a text for courses in time series on several different levels and as a reference work for practition ers facing the analysis of time-correlated data in the physical, biological, and social sciences. We believe the book will be useful as a text at both the undergraduate and graduate levels. An undergraduate course can be accessible to students with a background in regression analysis and might include Sections 1. 1-1. 8, 2. 1-2. 9, and 3. 1-3. 8. Similar courses have been taught at the University of California (Berk |
出版日期 | Textbook 20001st edition |
关键词 | Resampling; Time Series Analysis; data analysis; permutation tests; statistics; time series |
版次 | 1 |
doi | https://doi.org/10.1007/978-1-4757-3261-0 |
isbn_ebook | 978-1-4757-3261-0Series ISSN 1431-875X Series E-ISSN 2197-4136 |
issn_series | 1431-875X |
copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Science+Busines |