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Time Series Analysis and Its Applications: With... by Stoffer, David S. Hardback

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Item specifics

Condition
Very good: A book that does not look new and has been read but is in excellent condition. No obvious ...
ISBN
144197864X
EAN
9781441978646
Release Title
Time Series Analysis and Its Applications: With R Examples (Sp...
Artist
Stoffer, David S.
Brand
N/A
Colour
N/A
Book Title
Time Series Analysis and Its Applications: With R Examples (Sp...

About this product

Product Identifiers

Publisher
Springer
ISBN-10
144197864X
ISBN-13
9781441978646
eBay Product ID (ePID)
28038719745

Product Key Features

Number of Pages
Xi, 596 Pages
Publication Name
Time Series Analysis and Its Applications : with R Examples
Language
English
Publication Year
2010
Subject
Biostatistics, Probability & Statistics / General, Probability & Statistics / Time Series
Type
Textbook
Author
Robert H. Shumway, David S. Stoffer
Subject Area
Mathematics, Medical
Series
Springer Texts in Statistics Ser.
Format
Hardcover

Dimensions

Item Weight
79.7 Oz
Item Length
9.3 in
Item Width
6.1 in

Additional Product Features

Edition Number
3
Intended Audience
Scholarly & Professional
LCCN
2011-287083
Reviews
From the reviews of the third edition: "This is the third edition of a textbook first published in 2000. The text is intended as a course text for a time series analysis class at the graduate level. ... the appendix includes everything that is necessary to understand the mathematics of time series analysis. As such, there is no way to describe the whole philosophy of the last half century to time series models better than this book." (Wolfgang Polasek, International Statistical Review, Vol. 81 (2), 2014) "The book is organised in 7 chapters and 4 appendices. ... the book is a valuable resource for students at undergraduate and graduate levels and researchers. The R code for almost all the numerical examples, and the appendices with tutorials containing basic R and R time series commands, are helpful for a better understanding of the theoretical concepts by bringing the theory into a more practical context." (Irina Ioana Mohorianu, zbMATH, Vol. 1276, 2014)
Dewey Edition
22
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.55
Synopsis
Time Series Analysis and Its Applications 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 anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. 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. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression, ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, stochastic volatility, wavelets and Markov chain Monte Carlo integration methods. The third edition includes a new section on testing for unit roots and the material on state-space modeling, ARMAX models, and regression with autocorrelated errors has been expanded. Also new to this edition is the enhanced use of the freeware statistical package R. In particular, R code is now included in the text for nearly all of the numerical examples. Data sets and additional R scripts are now provided in one file that may be downloaded via the World Wide Web. This R supplement is a small compressed file that can be loaded easily into R making all the data sets and scripts available to the user with one simple command. The website for the text includes the code used in each example so that the reader may simply copy-and-paste code directly into R. Appendix R, which is new to this edition, provides a reference for the data sets and our R scripts that are used throughout the text. In addition, Appendix R includes a tutorial on basic R commands as well as an R time series tutorial., Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change,  monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more., Time Series Analysis and Its Applications  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 anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. 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. Theory and methodology are separated to allow presentations on different levels. In addition to coverage of classical methods of time series regression,  ARIMA models, spectral analysis and state-space models, the text includes modern developments including categorical time series analysis, multivariate spectral methods, long memory series, nonlinear models, resampling techniques, GARCH models, stochastic volatility, wavelets and Markov chain Monte Carlo integration methods.  The third edition includes a new section on testing for unit roots and the material on state-space modeling, ARMAX models, and regression with autocorrelated errors has been expanded. Also new to this edition is the enhanced use of the freeware statistical package R.  In particular, R code is now included in the text for nearly all of the numerical examples.  Data sets and additional R scripts are now provided in one file that may be downloaded via the World Wide Web.  This R supplement is a small compressed file that can be loaded easily into R making all the data sets and scripts available to the user with one simple command.  The website for the text includes the code used in each example so that the reader may simply copy-and-paste code directly into R.  Appendix R, which is new to this edition, provides a reference for the data sets and our R scripts that are used throughout the text. In addition, Appendix R includes a tutorial on basic R commands as well as an R time series tutorial.  
LC Classification Number
QA276-280QA276-280

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      Muito bom, cmmprei pra entregar no Brasil chegou antes do começo do prazo estimado. Tem que logar no correio prq garantir a compra, mas é bem simples. Podia ser melhor embalado, veio em uma sacola, eu preferiria se fosse em uma caixa, mas chegou certinho.
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