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020 _a9783319524511
041 _aeng
082 _a519.5 SHU-T
100 _aShumway,Robert H
_932186
245 _aTime series analysis and its applications: with R examples
260 _aCham ,Switzerland
_b Springer International Publishing
_c 2017
440 _aSpringer Texts in Statistics,
_996211
505 _a1. 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
520 _aThe 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 ...
650 _aStatistics
_996212
650 _a Statistical Theory and Methods
_996213
650 _a Statistics for Life Sciences, Medicine, Health Sciences
_996214
700 _aStoffer,David S
_996215
942 _cBK
999 _c201030
_d201030