Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer |
Autore | Shumway, Robert H. |
Edizione | [4. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xiii, 562 p. : ill. ; 24 cm |
Altri autori (Persone) | Stoffer, David S. |
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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN0123779 |
Shumway, Robert H. | ||
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|
Time series analysis and its applications : with R examples / Robert H. Shumway, David S. Stoffer |
Autore | Shumway, Robert H. |
Edizione | [4. ed] |
Pubbl/distr/stampa | Cham, : Springer, 2017 |
Descrizione fisica | xiii, 562 p. : ill. ; 24 cm |
Altri autori (Persone) | Stoffer, David S. |
Soggetto topico |
62-08 - Computational methods for problems pertaining to statistics [MSC 2020]
62-XX - Statistics [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P12 - Applications of statistics to environmental and related topics [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 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNICAMPANIA-VAN00123779 |
Shumway, Robert H. | ||
Cham, : Springer, 2017 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Vanvitelli | ||
|