Time Series Analysis and Its Applications pdf epub mobi txt 電子書下載 2024

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Robert H. Shumway

Springer

2017-4-11

562

GBP 69.99

Paperback

Springer Texts in Statistics

9783319524511

圖書標籤: 數學計量經濟學 Statistics R 計量經濟計算機英文原版統計學

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发表于2024-11-08

Time Series Analysis and Its Applications epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Time Series Analysis and Its Applications pdf epub mobi txt 電子書下載 2024

圖書描述

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.

Time Series Analysis and Its Applications 下載 mobi epub pdf txt 電子書

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圖書目錄

Time Series Analysis and Its Applications pdf epub mobi txt 電子書下載

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用戶評價

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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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硕士期间学过时间序列分析，重点在于希尔伯特空间视角下的时间序列，需要比较强的泛函水平，学的一塌糊涂。近日因为工作愿意，需要利用时间序列分析进行一些分析建模，在quick R的主页上链接到了本书的页面，随即在互联网上下到这本书的电子版，读了一下导读和要用到的几个例子...

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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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Time Series Analysis and Its Applications pdf epub mobi txt 電子書下載 2024