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Time Series Analysis and Its Applications (Springer Texts in Statistics) - Hardcover

Buch 87 von 111: Springer Texts in Statistics

Shumway, Robert H.; Stoffer, David S.

 
9780387989501: Time Series Analysis and Its Applications (Springer Texts in Statistics)
Hardcover
ISBN 10: 0387989501 ISBN 13: 9780387989501
Verlag: Springer, 2005

Inhaltsangabe

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 or monitoring a nuclear test ban treaty. Although designed as a text for graduate level students in statistics and the physical, biological and social sciences, some parts of the book will also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels, and the material has been updated by adding modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, ARCH models, stochastic volatility, wavelets and Monte Carlo Markov chain integration methods. The book is supplemented by data and an exploratory time series analysis program ASTSA for Windows that can be downloaded from the Web as freeware.

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Verlag
Springer
Erscheinungsdatum
2005
Sprache
Englisch
ISBN 10 
0387989501
ISBN 13 
9780387989501
Einband
Gebundene Ausgabe
Auflage
1
Anzahl der Seiten
551
Kontakt zum Hersteller
ROXIO
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