当前位置：
首页
>
出版信息
>
详细信息
快速检索
数据库：
各中心已购纸本教材
各中心已购电子教材
国内高校课程
国外著名大学课程
外文原版教材出版信息
外文影印版教材出版信息
名校购书信息
关键词：
Time Series Analysis and Its Applications
- With R Examples
书目信息
ISBN：
9780387293172（13位）
中图分类号：
O1
杜威分类号：
中文译名：
时间序列分析及其应用
作者：
Robert H. Shumway; David S. Stoffer
编者：
语种：
English
出版信息
出版社：
Springer
出版地：
出版年：
2006
版本：
2e
版本类型：
原版
丛书题名：
Springer Texts in Statistics
卷期：
文献信息
关键词：
Statistics
前言：
摘要：
内容简介：
<P>Time Series Analysis and Its Applications, second edition, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non-trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, or finding a gene in a DNA sequence. 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.</P> <P></P> <P>Material from the first edition of the text has been updated by adding examples and associated code based on the freeware R statistical package. As in the first edition, modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, GARCH models, stochastic volatility models, wavelets, and Monte Carlo Markov chain integration methods are incorporated in the text. In this edition, the material has been divided into smaller chapters, and the coverage of financial time series, including GARCH and stochastic volatility models, has been expanded. These topics add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models. </P>
目次：
Characteristics of time series.- Time series regression and exploratory data analysis.- ARIMA models.- Spectral analysis and filtering.- Additional time domain topics.- State-space models.- Statistical methods in the frequency domain.
附录：
全文链接：
读者对象：
Grad. textbook
实体信息
页码：
583
装帧：
Hard
尺寸：
其它形态细节：
其它信息
原价：
EUR
79.9500
原版ISBN：
其它ISBN：
图书特色：
书评：
扩展信息
Isbn：
0387293175
issue：
2006JC02
相关附件