Time Series Analysis and Its Applications pdf epub mobi txt 电子书下载 2024

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Robert H. Shumway

Springer

2017-4-11

562

GBP 69.99

Paperback

Springer Texts in Statistics

9783319524511

图书标签: 数学计量经济学 Statistics R 计量经济计算机英文原版统计学

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发表于2024-11-23

Time Series Analysis and Its Applications epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Time Series Analysis and Its Applications pdf epub mobi txt 电子书下载 2024

图书描述

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, long memory series, nonlinear models, resampling techniques, GARCH models, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series.An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R.

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Time Series Analysis and Its Applications pdf epub mobi txt 电子书下载

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此书内容全面且比较新，除了传统内容（ARIMA,spectral analysis,state-space models）以外，还介绍了不少该领域中其他一些重要的topics或者新近的发展，诸如：GARCH,long-run memory process,threshold等。个人认为本书对ARIMA的介绍很好，第三章最后两节用几个例子介绍了Box-J...

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这本书简洁清晰，有充足但不多余的例子和code。对初学者合适，用作有基础的人的参考书也合适。美中不足的是3.6 estimation of ARMA parameters讲的太混乱。如果只需要对estimation算法有个概念，看analysis of financial time series 相应章节。time series初学者读这本书的话...

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Time Series Analysis and Its Applications pdf epub mobi txt 电子书下载 2024