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Time Series Analysis and Its Applications: With... by Stoffer, David S. Hardback
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eBay-Artikelnr.:388355431213
Artikelmerkmale
- Artikelzustand
- ISBN
- 144197864X
- EAN
- 9781441978646
- Release Title
- Time Series Analysis and Its Applications: With R Examples (Sp...
- Artist
- Stoffer, David S.
- Brand
- N/A
- Colour
- N/A
- Book Title
- Time Series Analysis and Its Applications: With R Examples (Sp...
Über dieses Produkt
Product Identifiers
Publisher
Springer
ISBN-10
144197864X
ISBN-13
9781441978646
eBay Product ID (ePID)
28038719745
Product Key Features
Number of Pages
Xi, 596 Pages
Publication Name
Time Series Analysis and Its Applications : with R Examples
Language
English
Publication Year
2010
Subject
Biostatistics, Probability & Statistics / General, Probability & Statistics / Time Series
Type
Textbook
Subject Area
Mathematics, Medical
Series
Springer Texts in Statistics Ser.
Format
Hardcover
Dimensions
Item Weight
79.7 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Edition Number
3
Intended Audience
Scholarly & Professional
LCCN
2011-287083
Reviews
From the reviews of the third edition: "This is the third edition of a textbook first published in 2000. The text is intended as a course text for a time series analysis class at the graduate level. ... the appendix includes everything that is necessary to understand the mathematics of time series analysis. As such, there is no way to describe the whole philosophy of the last half century to time series models better than this book." (Wolfgang Polasek, International Statistical Review, Vol. 81 (2), 2014) "The book is organised in 7 chapters and 4 appendices. ... the book is a valuable resource for students at undergraduate and graduate levels and researchers. The R code for almost all the numerical examples, and the appendices with tutorials containing basic R and R time series commands, are helpful for a better understanding of the theoretical concepts by bringing the theory into a more practical context." (Irina Ioana Mohorianu, zbMATH, Vol. 1276, 2014)
Dewey Edition
22
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
519.55
Synopsis
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 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 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. 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, stochastic volatility, wavelets and Markov chain Monte Carlo integration methods. The third edition includes a new section on testing for unit roots and the material on state-space modeling, ARMAX models, and regression with autocorrelated errors has been expanded. Also new to this edition is the enhanced use of the freeware statistical package R. In particular, R code is now included in the text for nearly all of the numerical examples. Data sets and additional R scripts are now provided in one file that may be downloaded via the World Wide Web. This R supplement is a small compressed file that can be loaded easily into R making all the data sets and scripts available to the user with one simple command. The website for the text includes the code used in each example so that the reader may simply copy-and-paste code directly into R. Appendix R, which is new to this edition, provides a reference for the data sets and our R scripts that are used throughout the text. In addition, Appendix R includes a tutorial on basic R commands as well as an R time series tutorial., Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more., 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 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 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. 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, stochastic volatility, wavelets and Markov chain Monte Carlo integration methods. The third edition includes a new section on testing for unit roots and the material on state-space modeling, ARMAX models, and regression with autocorrelated errors has been expanded. Also new to this edition is the enhanced use of the freeware statistical package R. In particular, R code is now included in the text for nearly all of the numerical examples. Data sets and additional R scripts are now provided in one file that may be downloaded via the World Wide Web. This R supplement is a small compressed file that can be loaded easily into R making all the data sets and scripts available to the user with one simple command. The website for the text includes the code used in each example so that the reader may simply copy-and-paste code directly into R. Appendix R, which is new to this edition, provides a reference for the data sets and our R scripts that are used throughout the text. In addition, Appendix R includes a tutorial on basic R commands as well as an R time series tutorial.
LC Classification Number
QA276-280QA276-280
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- n***d (49)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufExcellent seller. Package was delayed ( by bad weather) and then misplaced at PO( placed in wrong box #) but I contacted the seller and they responded quickly and I got my item today. This seller went the extra mile and I would highly recommend them and will shop here again. I also want to say the price for this complete hard to find item was way below most of the other listings. Condition was good as stated, and although I've only watched the first disc it's quality is good. Thank you!!Tenko : Complete BBC Series Box Set [DVD] - DVD EQVG The Cheap Fast Free Post (Nr. 306002146201)
- r***d (270)- Bewertung vom Käufer.Letzter MonatBestätigter KaufItem in great condition 😁 SELLER communicated any time I had a question 😍 Good value 😊 packaged securely 🙂 Shipping said 7-14 days which is correct , would purchase again from rhis seller ... Thank You
- 1***1 (468)- Bewertung vom Käufer.Letzter MonatBestätigter KaufItem arrived as described and was a fair value for price paid. It felt like it took forever to arrive, based on the listing info I wasn’t expecting this item to ship from outside of the US BUT based upon the shipping information it appears it had. So it took several weeks for this small, light item to arrive. Which seemed odd due to it being small and light and easy to package to ship, it was pretty annoying. When it did finally arrive it started to make more sense that it was shipped low priori
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World of Books USA
86,3% positive Bewertungen•5,2 Mio. Artikel verkauft
Angemeldet als gewerblicher Verkäufer
Verkäuferbewertungen (1.556.222)
Dieser Artikel (1)
Alle Artikel (1.556.222)
- l***o (1)- Bewertung vom Käufer.Letzter MonatBestätigter KaufMuito bom, cmmprei pra entregar no Brasil chegou antes do começo do prazo estimado. Tem que logar no correio prq garantir a compra, mas é bem simples. Podia ser melhor embalado, veio em uma sacola, eu preferiria se fosse em uma caixa, mas chegou certinho.
- n***d (49)- Bewertung vom Käufer.Letzte 6 MonateBestätigter KaufExcellent seller. Package was delayed ( by bad weather) and then misplaced at PO( placed in wrong box #) but I contacted the seller and they responded quickly and I got my item today. This seller went the extra mile and I would highly recommend them and will shop here again. I also want to say the price for this complete hard to find item was way below most of the other listings. Condition was good as stated, and although I've only watched the first disc it's quality is good. Thank you!!Tenko : Complete BBC Series Box Set [DVD] - DVD EQVG The Cheap Fast Free Post (Nr. 306002146201)
- r***d (270)- Bewertung vom Käufer.Letzter MonatBestätigter KaufItem in great condition 😁 SELLER communicated any time I had a question 😍 Good value 😊 packaged securely 🙂 Shipping said 7-14 days which is correct , would purchase again from rhis seller ... Thank You
- 1***1 (468)- Bewertung vom Käufer.Letzter MonatBestätigter KaufItem arrived as described and was a fair value for price paid. It felt like it took forever to arrive, based on the listing info I wasn’t expecting this item to ship from outside of the US BUT based upon the shipping information it appears it had. So it took several weeks for this small, light item to arrive. Which seemed odd due to it being small and light and easy to package to ship, it was pretty annoying. When it did finally arrive it started to make more sense that it was shipped low priori