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Time series analysis : with applications in R
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| Auteurs principaux : | , |
|---|---|
| Format : | Livre |
| Langue : | anglais |
| Titre complet : | Time series analysis : with applications in R / Jonathan D. Cryer, Kung-Sik Chan |
| Édition : | Second edition |
| Publié : |
New York :
Springer
, cop. 2008 |
| Description matérielle : | 1 vol. (XIII-491 p.) |
| Collection : | Springer texts in statistics advisors George Casella, Stephen Fienberg, Ingram Olkin |
| Contenu : | 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 |
| Sujets : | |
| Documents associés : | Autre format:
Time Series Analysis |
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