02470 a2200253 4500008004100000020001800041082001000059100003000069245008200099250001200181260003700193300004000230365001500270440004000285500005100325520144000376650003001816650002401846650003001870700002901900942000701929999001901936952026101955140323b2006 xxu||||| |||| 00| 0 eng d a9780387293172 a519.5 aShumway, Robert H.943655 aTime series analysis and its applications with R examplescShumway, Robert H. a2nd ed. aNew YorkbSpringerc20069115435 axiii, 575 bWith 160 illustrations bEuro 74.95 aSpringer Texts in Statistics927028 aIncludes bibliographical references and index. aTime Series Analysis and Its Applications presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non-trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging or monitoring a nuclear test ban treaty. The book is designed to be useful as a text 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. Material from the earlier 1988 Prentice-Hall text Applied Statistical Time Series Analysis has been updated by adding modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, ARCH models, stochastic volatility, wavelets and Monte Carlo Markov chain integration methods. These add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models. The book is complemented by offering accessibility, via the World Wide Web, to the data and an exploratory time series analysis program ASTSA for Windows that can be downloaded as Freeware. aTime-series analysis9344 aARIMA models943656 aState-space models943657 aStoffer, David S.943658 cBK c160879d160879 00102ddc4070aVSLbVSLd2010-04-18l4m5o519.5 S4T4p166247r2017-09-01s2017-04-14v5179.04w2010-04-19yBKA74.95BEURC06/10/2008DKushal BooksE280484F03/10/2008GIN 461H03/10/2008IFirm OrderJ5179.04K20.00%L0.00MProf. Diptesh GhoshN02/10/08