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Texts in Statistics: Time Series Analysis and Its Applications by Robert H. Shumway and David S. Stoffer (2005, Hardcover)
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About this product
Product Identifiers
PublisherSpringer
ISBN-100387989501
ISBN-139780387989501
eBay Product ID (ePID)1585516
Product Key Features
Number of PagesXiii, 572 Pages
Publication NameTime Series Analysis and Its Applications
LanguageEnglish
Publication Year2005
SubjectBiostatistics, Probability & Statistics / General, Probability & Statistics / Time Series
TypeTextbook
AuthorRobert H. Shumway, David S. Stoffer
Subject AreaMathematics, Medical
SeriesTexts in Statistics
FormatHardcover
Dimensions
Item Height1.3 in
Item Weight34.4 Oz
Item Length9.6 in
Item Width6.4 in
Additional Product Features
Intended AudienceCollege Audience
LCCN99-046583
Dewey Edition21
IllustratedYes
Dewey Decimal519.5/5
SynopsisA 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. Although designed as a text for graduate level students in statistics and the physical, biological and social sciences, some parts of the book will also serve as an undergraduate introductory course. Theory and methodology are separated to allow presentations on different levels, and the material 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 Ca
LC Classification NumberQA280.S585 2000
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