Time Series Analysis and Its Applications (Record no. 105877)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03945nam a22004575i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4419-7865-3 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220083725.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 101111s2011 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781441978653 |
| -- | 978-1-4419-7865-3 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-1-4419-7865-3 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA276-280 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Shumway, Robert H. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Time Series Analysis and Its Applications |
| Medium | [electronic resource] : |
| Remainder of title | With R Examples / |
| Statement of responsibility, etc | by Robert H. Shumway, David S. Stoffer. |
| 264 #1 - | |
| -- | New York, NY : |
| -- | Springer New York, |
| -- | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XI, 596 p. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Texts in Statistics, |
| International Standard Serial Number | 1431-875X |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Characteristics of time series -- Time series regression and exploratory data analysis -- ARIMA models -- Spectral analysis and filtering -- Additional time domain topics -- State-space models -- Statistical methods in the frequency domain. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Time Series Analysis and Its Applications 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 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. 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, stochastic volatility, wavelets and Markov chain Monte Carlo integration methods. The third edition includes a new section on testing for unit roots and the material on state-space modeling, ARMAX models, and regression with autocorrelated errors has been expanded. Also new to this edition is the enhanced use of the freeware statistical package R. In particular, R code is now included in the text for nearly all of the numerical examples. Data sets and additional R scripts are now provided in one file that may be downloaded via the World Wide Web. This R supplement is a small compressed file that can be loaded easily into R making all the data sets and scripts available to the user with one simple command. The website for the text includes the code used in each example so that the reader may simply copy-and-paste code directly into R. Appendix R, which is new to this edition, provides a reference for the data sets and our R scripts that are used throughout the text. In addition, Appendix R includes a tutorial on basic R commands as well as an R time series tutorial. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematical statistics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistical Theory and Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics for Life Sciences, Medicine, Health Sciences. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Stoffer, David S. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9781441978646 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Texts in Statistics, |
| -- | 1431-875X |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4419-7865-3 |
| 912 ## - | |
| -- | ZDB-2-SMA |
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