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Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics) by Robert H. Shumway, David S. Stoffer, Robert H Shumway is a science book available to read on EtoBox.

What is Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics) about?

"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

Who reads Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)?

Author

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

Publisher

Springer International Publishing : Imprint : Springer

Published

2017

Language

EN

ISBN

9783319524511

Category

science

Subjects

Medical, Mathematics, Science

Rating

4.4 / 5 (78 ratings)

Updated

2026-03-14