Book details

ISBN-13:
9781441978646

ISBN-10:
144197864X

Edition:
3rd ed. 2011

Author:
Robert H. Shumway, David S. Stoffer
Publication date:
2010

Publisher:
Springer

Format:
Hardcover
596 pages
Category:
Statistics

Acknowledged authors
Robert H. Shumway
,
David S. Stoffer
wrote Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
comprising 596 pages back in 2010.
Textbook and eTextbook are published under ISBN 144197864X and 9781441978646.
Since then Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics) textbook
was available to sell back to BooksRun online for the top buyback price
of $ 13.21 or rent at the marketplace.

*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 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 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. 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, stochastic volatility, wavelets and Markov chain Monte Carlo integration methods. The third edition includes a new section on testing for unit roots and the material on state-space modeling, ARMAX models, and regression with autocorrelated errors has been expanded.

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