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Time Series Analysis and Its Applications. With R Examples 5ed 2025 by Robert H. Shumway, David S. Stoffer, Robert H Shumway is a nonfiction available to read on EtoBox.

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"Time Series Analysis and Its Applications presents 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. The book is designed to be useful as a text 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. Material from the earlier 1988 Prentice-Hall text Applied Statistical Time Series Analysis 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. These odd to a classical coverage of time series regression, univariate and multivariate ARIMA models, spe

Who reads Time Series Analysis and Its Applications. With R Examples 5ed 2025?

Author

Robert H. Shumway, David S. Stoffer, Robert H Shumway

Publisher

Springer International Publishing AG

Published

2025

Language

EN

ISBN

9783031705830

Category

nonfiction

Subjects

Mathematics, Computer Science, Organization And Data Processing

Updated

2026-03-24