E-book
Time Series Analysis [electronic resource] : With Applications in R / by Jonathan D. Cryer, Kung-Sik Chan.
Record details
- ISBN: 9780387759593
- Physical Description: XIV, 491p. online resource.
- Publisher: New York, NY : Springer New York, 2008.
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| Subject: | Statistics. Mathematical statistics. Statistics. Statistical Theory and Methods. |
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Electronic resources
| Introduction | ||
| 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 | ||
| Introduction to spectral analysis | ||
| Estimating the spectrum | ||
| Threshold models | ||
| Appendix: an introduction to R. |
