Zur Startseite gehen
0,00 €*
Cover: 9783319524511 | Time Series Analysis and Its Applications | With R Examples | Buch
Dekorationsartikel gehören nicht zum Leistungsumfang.
Time Series Analysis and Its Applications
With R Examples
Taschenbuch von David S. Stoffer (u. a.)
Sprache: Englisch

108,95 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 1-2 Wochen

Kategorien:
Beschreibung
The fourth edition of this popular graduate textbook, like its predecessors, 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 as a textbook 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, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book¿s website for download, making all the data sets and scripts easy to load into R.
The fourth edition of this popular graduate textbook, like its predecessors, 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 as a textbook 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, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods.

This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book¿s website for download, making all the data sets and scripts easy to load into R.
Über den Autor
Robert H. Shumway, PhD, is Professor Emeritus of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a member of the International Statistical Institute. He won the 1986 American Statistical Association Award for Outstanding Statistical Application and the 1992 Communicable Diseases Center Statistics Award; both awards were for joint papers on time series applications. He is also the author of a Prentice-Hall text on applied time series analysis and served as a Departmental Editor for the Journal of Forecasting and Associate Editor for the Journal of the American Statistical Association.

David S. Stoffer, PhD, is Professor of Statistics at the University of Pittsburgh. He is a Fellow of the American Statistical Association and has made seminal contributions to the analysis of categorical time series. David won the 1989 American Statistical Association Award for Outstanding Statistical Application in a joint paper analyzing categorical time series arising in infant sleep-state cycling. He is currently a Departmental Editor of the Journal of Forecasting and an Associate Editor of the Annals of Statistical Mathematics. He has served as Program Director in the Division of Mathematical Sciences at the National Science Foundation and as Associate Editor for the Journal of the American Statistical Association.


Inhaltsverzeichnis
1. Characteristics of Time Series.- 2. Time Series Regression and Exploratory Data Analysis.- 3. ARIMA Models.- 4. Spectral Analysis and Filtering.- 5. Additional Time Domain Topics.- 6. State-Space Models.- 7. Statistical Methods in the Frequency Domain.- 8. Appendix A: Large Sample Theory.- Appendix B: Time Domain Theory.- Appendix C: Spectral Domain Theory.- Appendix R: R Supplement.
Details
Erscheinungsjahr: 2017
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 576
Reihe: Springer Texts in Statistics
Inhalt: xiii
562 S.
78 s/w Illustr.
70 farbige Illustr.
562 p. 148 illus.
70 illus. in color.
ISBN-13: 9783319524511
ISBN-10: 3319524518
Sprache: Englisch
Herstellernummer: 978-3-319-52451-1
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Stoffer, David S.
Shumway, Robert H.
Auflage: 4th ed. 2017
Hersteller: Springer International Publishing
Springer International Publishing AG
Springer Texts in Statistics
Maße: 235 x 155 x 31 mm
Von/Mit: David S. Stoffer (u. a.)
Erscheinungsdatum: 19.04.2017
Gewicht: 0,861 kg
preigu-id: 108925065
Über den Autor
Robert H. Shumway, PhD, is Professor Emeritus of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a member of the International Statistical Institute. He won the 1986 American Statistical Association Award for Outstanding Statistical Application and the 1992 Communicable Diseases Center Statistics Award; both awards were for joint papers on time series applications. He is also the author of a Prentice-Hall text on applied time series analysis and served as a Departmental Editor for the Journal of Forecasting and Associate Editor for the Journal of the American Statistical Association.

David S. Stoffer, PhD, is Professor of Statistics at the University of Pittsburgh. He is a Fellow of the American Statistical Association and has made seminal contributions to the analysis of categorical time series. David won the 1989 American Statistical Association Award for Outstanding Statistical Application in a joint paper analyzing categorical time series arising in infant sleep-state cycling. He is currently a Departmental Editor of the Journal of Forecasting and an Associate Editor of the Annals of Statistical Mathematics. He has served as Program Director in the Division of Mathematical Sciences at the National Science Foundation and as Associate Editor for the Journal of the American Statistical Association.


Inhaltsverzeichnis
1. Characteristics of Time Series.- 2. Time Series Regression and Exploratory Data Analysis.- 3. ARIMA Models.- 4. Spectral Analysis and Filtering.- 5. Additional Time Domain Topics.- 6. State-Space Models.- 7. Statistical Methods in the Frequency Domain.- 8. Appendix A: Large Sample Theory.- Appendix B: Time Domain Theory.- Appendix C: Spectral Domain Theory.- Appendix R: R Supplement.
Details
Erscheinungsjahr: 2017
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Seiten: 576
Reihe: Springer Texts in Statistics
Inhalt: xiii
562 S.
78 s/w Illustr.
70 farbige Illustr.
562 p. 148 illus.
70 illus. in color.
ISBN-13: 9783319524511
ISBN-10: 3319524518
Sprache: Englisch
Herstellernummer: 978-3-319-52451-1
Ausstattung / Beilage: Paperback
Einband: Kartoniert / Broschiert
Autor: Stoffer, David S.
Shumway, Robert H.
Auflage: 4th ed. 2017
Hersteller: Springer International Publishing
Springer International Publishing AG
Springer Texts in Statistics
Maße: 235 x 155 x 31 mm
Von/Mit: David S. Stoffer (u. a.)
Erscheinungsdatum: 19.04.2017
Gewicht: 0,861 kg
preigu-id: 108925065
Warnhinweis

Ähnliche Produkte

Ähnliche Produkte

Taschenbuch
Cover: 9783827423337 | Epidemiologische Methoden | Lothar Kreienbrock (u. a.) | Taschenbuch
Epidemiologische Methoden
EAN: 9783827423337
Sprache: Deutsch
Von/Mit: Lothar Kreienbrock (u. a.)

54,99 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9780691169255 | Beautiful Game Theory | How Soccer Can Help Economics | Taschenbuch
Beautiful Game Theory
How Soccer Can Help Economics
EAN: 9780691169255
Sprache: Englisch
Von/Mit: Ignacio Palacios-Huerta

25,70 €*

Lieferzeit 1-2 Wochen

Buch
Cover: 9783319024745 | Computational Diffusion MRI and Brain Connectivity | Schultz (u. a.)
Computational Diffusion MRI and Brain Connectivity
MICCAI Workshops, Nagoya, Japan, September 22nd, 2013
EAN: 9783319024745
Sprache: Englisch
Von/Mit: Thomas Schultz (u. a.)

85,95 €*

Lieferzeit 2-3 Wochen

Buch
Cover: 9781108415859 | Introduction to Probability | David F. Anderson (u. a.) | Buch | 2017
Introduction to Probability
EAN: 9781108415859
Sprache: Englisch
Von/Mit: David F Anderson (u. a.)

78,60 €*

Lieferzeit 1-2 Wochen

Taschenbuch
Cover: 9783658204549 | Klausurtraining Deskriptive und Induktive Statistik | Reinhold Kosfeld
Klausurtraining Deskriptive und Induktive Statistik
EAN: 9783658204549
Sprache: Deutsch
Von/Mit: Reinhold Kosfeld

37,99 €*

Lieferzeit 4-7 Werktage

Taschenbuch
Cover: 9780190665760 | Epidemiology by Design | A Causal Approach to the Health Sciences
Epidemiology by Design
A Causal Approach to the Health Sciences
EAN: 9780190665760
Sprache: Englisch
Von/Mit: Daniel Westreich

67,60 €*

Lieferzeit 1-2 Wochen

Bundle
Cover: 9783403206347 | Üben mit Selbstkontrolle: Brüche | Thomas Röser | Bundle | E-Bundle
Üben mit Selbstkontrolle: Brüche
Ganze Zahlen, Brüche, Dezimalzahlen (6. Klasse)
EAN: 9783403206347
Sprache: Deutsch
Von/Mit: Thomas Röser
Maße: 297 x 210 x 12 mm

24,99 €*

Lieferzeit 1-2 Werktage

Taschenbuch
Cover: 9780199227280 | Applied Methods of Cost-Effectiveness Analysis in Healthcare | Buch
Applied Methods of Cost-Effectiveness Analysis in Healthcare
EAN: 9780199227280
Sprache: Englisch
Von/Mit: Alistair M Gray (u. a.)

85,50 €*

Aktuell nicht verfügbar

Taschenbuch
Cover: 9781009481168 | Handbook of Functional MRI Data Analysis | Russell A. Poldrack (u. a.)
Handbook of Functional MRI Data Analysis
EAN: 9781009481168
Sprache: Englisch
Von/Mit: Russell A. Poldrack (u. a.)

68,10 €*

Lieferzeit 4-7 Werktage

Taschenbuch
Cover: 9781032098715 | Health Technology Assessment | Ma Hopkins (u. a.) | Taschenbuch | 2021
Health Technology Assessment
Using Biostatistics to Break the Barriers of Adopting New Medicines
EAN: 9781032098715
Sprache: Englisch
Von/Mit: Ma Hopkins (u. a.)

48,95 €*

Lieferzeit 1-2 Wochen

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...