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＜電子ブック＞
Time Series Analysis and Its Applications / by Robert H. Shumway, David S. Stoffer
(Springer Texts in Statistics. ISSN:21974136)

版	1st ed. 2000.
出版者	(New York, NY : Springer New York : Imprint: Springer)
出版年	2000
本文言語	英語
大きさ	XIII, 551 p. 97 illus : online resource
著者標目	*Shumway, Robert H author Stoffer, David S author SpringerLink (Online service)
件　名	LCSH:Statistics  LCSH:Biometry LCSH:Social sciences -- Statistical methods  全ての件名で検索 FREE:Statistical Theory and Methods FREE:Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences FREE:Biostatistics FREE:Statistics in Social Sciences, Humanities, Law, Education, Behavorial Sciences, Public Policy
一般注記	1: Characteristics of Time Series -- 2: Time Series Regression and ARIMA Models -- 3: Spectral Analysis and Filtering -- 4: State-Space and Multivariate ARMAX Models -- 5: Statistical Methods in the Frequency Domain -- References The goals of this book are to develop an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing data, and still maintain a commitment to theoretical integrity, as exemplified by the seminal works of Brillinger (1981) and Hannan (1970) and the texts by Brockwell and Davis (1991) and Fuller (1995). The advent of more powerful computing, es­ pecially in the last three years, has provided both real data and new software that can take one considerably beyond the fitting of·simple time domain mod­ els, such as have been elegantly described in the landmark work of Box and Jenkins (1970). The present book is designed to be useful as a text for courses in time series on several different levels and as a reference work for practition­ ers facing the analysis of time-correlated data in the physical, biological, and social sciences. We believe the book will be useful as a text at both the undergraduate and graduate levels. An undergraduate course can be accessible to students with a background in regression analysis and might include Sections 1. 1-1. 8, 2. 1-2. 9, and 3. 1-3. 8. Similar courses have been taught at the University of California (Berkeley and Davis) in the past using the earlier book on applied time series analysis by Shumway (1988). Such a course is taken by undergraduate students in mathematics, economics, and statistics and attracts graduate students from the agricultural, biological, and environmental sciences HTTP:URL=https://doi.org/10.1007/978-1-4757-3261-0

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