Ebooks gratis para descargas Time Series Analysis and Its Applications: With R Examples DJVU de Robert H. Shumway, David S. Stoffer, David S. Stoffer 9780387293172 (Spanish Edition)

Time Series Analysis and Its Applications: With R Examples

Time Series Analysis and Its Applications: With R Examples

by Robert H. Shumway, David S. Stoffer, David S. Stoffer

Editorial: Springer-Verlag New York, LLC
ISBN: 9780387293172
Número de páginas: 575
Formatos: pdf, ePub, mobi, fb2
Tamaño de archivo: 15 Mb
Fecha de publicación: 2020-05-30
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Descripción

"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 non trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging or 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. Material from the earlier 1988 Prentice-Hall text Applied Statistical Time Series Analysis has been updated by adding modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, ARCH models, stochastic volatility, wavelets, and Monte Carlo Markov chain integration methods. These odd to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis, and state-space models. The book is complemented by offering accessibility, via the World Wide Web, to the data and an exploratory time series analysis program ASTSA for Windows that can be downloaded as Freeware."--BOOK JACKET. "...includes techniques which are useful in dealing with data gathered in ares of economics, medicine as well as environmental studies where the data are measured over time all presented in a balanced, comprehensive style." Read More Show Less