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Time Series Analysis and Its Applications : With R Examples /
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 an...
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| Format: | Printed Book |
| Ausgabe: | 4th ed. 2017. |
| Schriftenreihe: | Springer Texts in Statistics,
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Inhaltsangabe:
- 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.