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Time Series Analysis and Its Applications - Paperback Book - With R Examples - by David S. Stoffer - 9783319524511 - Springer International Publishing AG
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About this product
Cover TypeSoft Cover
AuthorDavid S. Stoffer
PublisherSpringer International Publishing AG
LanguageEnglish
Year2017
ISBN/ISSN9783319524511
Product description
Dimensions: 25.3cm x 17.6cm x 3.2cm - 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 anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty.
The book is designed as a textbook 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 and long memory series.