Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer

• Autore: Shumway, Robert H.
• Pubblicazione: Cham, : Springer, 2017
• Titolo uniforme: Time series analysis and its applications
• Edizione: 4. ed
• Descrizione fisica: xiii, 562 p. : ill. ; 24 cm
• Soggetto topico: 62-XX - Statistics [MSC 2020]; 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]; 62P12 - Applications of statistics to environmental and related topics [MSC 2020]; 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]; 62-08 - Computational methods for problems pertaining to statistics [MSC 2020]
• Soggetto non controllato: ARIMA models; Categorical time series analysis; Dynamic linear models; GARCH models; Long memory series; Markov chain Monte Carlo integration method; Multivariate spectral methods; Nonlinear models; R package; Resampling techniques; Spectral Analysis; State-space analysis; Stochastic volatility; Wavelets integration method
• Altri autori: Stoffer, David S.
• Titolo autorizzato: Time series analysis and its applications
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0123779
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-52452-8
• Serie: Springer texts in statistics Berlin [etc.] . -Springer