Time series analysis : with applications in R /

Bibliographic Details
Main Author: Cryer, Jonathan D. (συγγραφέας.)
Other Authors: Chan, Kung-sik (συγγραφέας.)
Format: Book
Language:English
Published: New York : Springer, c2008.
Edition:2nd ed.
Series:Springer texts in statistics
Subjects:
Table of Contents:
  • Chapter 1.Introduction
  • Chapter 2. Fundamental Concepts
  • Chapter 3 Trends
  • Chapter 4 Models For Stationary Time Series
  • Chapter 5 Models For Nonstationary Time Series
  • Chapter 6. Model Specification
  • Chapter 7. Parameter Estimation
  • Chapter 8. Model Diagnostics
  • Chapter 9. Forecasting
  • Chapter 10. Seasonal Models
  • Chapter 11.Time Series Regression Models
  • Chapter 12. Time Series Models Of Heteroscedasticity
  • Chapter 13. Introduction To Spectral Analysis
  • Chapter 14. Estimating The Spectrum
  • Chapter 15.Threshold Models
  • Chapter 16. Appendix: an introduction to R
  • Datasetn information
  • Bibliography
  • index.