Introductory Time Series with R | Taschenbuch

Cover: 9780387886978 | Introductory Time Series with R | Paul S. P. Cowpertwait (u. a.) | xvi

Rückseite: 9780387886978 | Introductory Time Series with R | Paul S. P. Cowpertwait (u. a.) | xvi

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Sprache: Englisch

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Beschreibung

This book is on the analysis of time series using R, with some emphasis on economic and financial series. The text is based on practical applications and emphasizes the value of the statistical anlaysis to researchers and students who can then apply the methods to university research or to problems in industry and commerce.

Über den Autor

Paul Cowpertwait is an associate professor in mathematical sciences (analytics) at Auckland University of Technology with a substantial research record in both the theory and applications of time series and stochastic models. Andrew Metcalfe is an associate professor in the School of Mathematical Sciences at the University of Adelaide, and an author of six statistics text books and numerous research papers. Both authors have extensive experience of teaching time series to students at all levels.

Zusammenfassung

Inhaltsverzeichnis

Time Series Data.- Correlation.- Forecasting Strategies.- Basic Stochastic Models.- Regression.- Stationary Models.- Non-stationary Models.- Long-Memory Processes.- Spectral Analysis.- System Identification.- Multivariate Models.- State Space Models.

Details

Erscheinungsjahr:	2009
Fachbereich:	Wahrscheinlichkeitstheorie
Genre:	Importe , Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Taschenbuch
Reihe:	Use R!
Inhalt:	xvi 256 S.
ISBN-13:	9780387886978
ISBN-10:	0387886974
Sprache:	Englisch
Herstellernummer:	11670551
Einband:	Kartoniert / Broschiert
Autor:	Cowpertwait, Paul S. P. Metcalfe, Andrew V.
Hersteller:	Humana Springer Springer US, New York, N.Y. Use R!
Verantwortliche Person für die EU:	Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße:	235 x 155 x 15 mm
Von/Mit:	Paul S. P. Cowpertwait (u. a.)
Erscheinungsdatum:	09.06.2009
Gewicht:	0,417 kg