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Beschreibung
This textbook is designed for an introductory time series course where the prerequisites are an understanding of linear regression and some basic probability skills. All of the numerical examples were done using the R statistical package, and the code is typically listed at the end of an example.
This textbook is designed for an introductory time series course where the prerequisites are an understanding of linear regression and some basic probability skills. All of the numerical examples were done using the R statistical package, and the code is typically listed at the end of an example.
Über den Autor

Robert H. Shumway is Professor Emeritus of Statistics, University of California, Davis. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is the author of numerous texts and served on editorial boards such as the Journal of Forecasting and the Journal of the American Statistical Association.

David S. Stoffer is Professor of Statistics, University of Pittsburgh. He is a Fellow of the American Statistical Association and has won the American Statistical Association Award for Outstanding Statistical Application. He is currently on the editorial boards of the Journal of Forecasting, the Annals of Statistical Mathematics, and the Journal of Time Series Analysis. He served as a Program Director in the Division of Mathematical Sciences at the National Science Foundation and as an Associate Editor for the Journal of the American Statistical Association and the Journal of Business & Economic Statistics.

Inhaltsverzeichnis

1. Time Series Characteristics.

2. Time Series Regression and EDA.

3. ARIMA Models.

4. Spectral Analysis and Filtering.

5. Some Additional Topics.

Details
Erscheinungsjahr: 2019
Fachbereich: Anwendungs-Software
Genre: Importe, Informatik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Reihe: Chapman & Hall/CRC Texts in Statistical Science
Inhalt: Einband - fest (Hardcover)
ISBN-13: 9780367221096
ISBN-10: 0367221098
Sprache: Englisch
Einband: Gebunden
Autor: Stoffer, David
Shumway, Robert
Hersteller: Taylor & Francis Ltd
Chapman & Hall/CRC Texts in Statistical Science
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 240 x 161 x 19 mm
Von/Mit: David Stoffer (u. a.)
Erscheinungsdatum: 21.05.2019
Gewicht: 0,575 kg
Artikel-ID: 130595671