Time series analysis and its applications: with R examples

Shumway,Robert H

Time series analysis and its applications: with R examples - Cham ,Switzerland Springer International Publishing 2017 - Springer Texts in Statistics, .

1. Characteristics of Time Series -- 2. Time Series Regression and Exploratory Data Analysis -- 3. ARIMA Models -- 4. Spectral Analysis and
Filtering -- 5. Additional Time Domain Topics -- 6. State-Space Models -- 7. Statistical Methods in the Frequency Domain -- 8. Appendix A: Large
Sample Theory -- Appendix B: Time Domain Theory -- Appendix C: Spectral Domain Theory -- Appendix R: R Supplement

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 ...

9783319524511


Statistics
Statistical Theory and Methods
Statistics for Life Sciences, Medicine, Health Sciences

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