Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer.
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| Edition: | 2nd [updated] ed. |
|---|---|
| Published: |
New York :
Springer,
2006.
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| Online Access: | |
| Main Author: | |
| Other Authors: | |
| Series: | Springer texts in statistics
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| Subjects: | |
| Format: | Book |
Table of Contents:
- 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
- App. A. Large sample theory
- App. B. Time domain theory
- App. C. Spectral domain theory.
