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- Phân loại: 519.5
- Tác giả: Robert H. Shumway
- Thông tin XB: Cham: Springer, 2017
- Mô tả vật lý: xiii, 562 p.: 148 illustrations, 70 illustrations in color., 26 cm.
- Tóm tắt: Time Series Analysis and Its Applications by Robert Shumway and David Stoffer is a comprehensive textbook covering time and frequency domain methods for analyzing time series data, complete with theoretical and practical approaches. Designed for graduate students across multiple sciences and statistics, it includes classical methods like ARIMA and spectral analysis alongside modern techniques such as GARCH models, Markov chain Monte Carlo, and nonlinear models. The book integrates R examples throughout, ...
- Từ khóa: Time Series Analysis; ARIMA Models; Spectral Analysis; R Programming; TOA206; TOAE206
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