Time Series Analysis With Applications in R /

• Κύριοι συγγραφείς: Cryer, Jonathan D. (Συγγραφέας), Chan, Kung-Sik (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2008.
• Σειρά: Springer Texts in Statistics,
• Θέματα: Mathematics.; Actuarial science.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Actuarial Sciences.

Time Series Analysis With Applications in R, Second Edition, presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, the new edition devotes two chapters to the frequency domain and three to...

Πίνακας περιεχομένων:

• Fundamental Concepts
• Trends
• Models For Stationary Time Series
• Models For Nonstationary Time Series
• Model Specification
• Parameter Estimation
• Model Diagnostics
• Forecasting
• Seasonal Models
• Time Series Regression Models
• Time Series Models Of Heteroscedasticity
• To Spectral Analysis
• Estimating The Spectrum
• Threshold Models.