Time Series Analysis and Its Applications (Record no. 81678)

000 -LEADER
fixed length control field 04735nam a22005175i 4500
001 - CONTROL NUMBER
control field 978-3-319-52452-8
003 - CONTROL NUMBER IDENTIFIER
control field DE-He213
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20221102211544.0
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 170410s2017 sz | s |||| 0|eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319524528
-- 978-3-319-52452-8
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.1007/978-3-319-52452-8
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
072 #7 - SUBJECT CATEGORY CODE
Subject category code PBT
Source thema
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.
Relationship aut
-- http://id.loc.gov/vocabulary/relators/aut
9 (RLIN) 66578
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.
250 ## - EDITION STATEMENT
Edition statement 4th ed. 2017.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture Cham :
Name of producer, publisher, distributor, manufacturer Springer International Publishing :
-- Imprint: Springer,
Date of production, publication, distribution, manufacture, or copyright notice 2017.
300 ## - PHYSICAL DESCRIPTION
Extent XIII, 562 p. 148 illus., 70 illus. in color.
Other physical details online resource.
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
347 ## - DIGITAL FILE CHARACTERISTICS
File type text file
Encoding format PDF
Source rda
490 1# - SERIES STATEMENT
Series statement Springer Texts in Statistics,
International Standard Serial Number 2197-4136
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 1. Characteristics of Time Series -- 2. Time Series Regression and Exploratory Data Analysis -- 3. ARIMA Models -- 4. Spectral Analysis and Filtering -- 5. Additional Time Domain Topics -- 6. State-Space Models -- 7. Statistical Methods in the Frequency Domain -- 8. Appendix A: Large Sample Theory -- Appendix B: Time Domain Theory -- Appendix C: Spectral Domain Theory -- Appendix R: R Supplement.
520 ## - SUMMARY, ETC.
Summary, etc. The fourth edition of this popular graduate textbook, like its predecessors, 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 as a textbook 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, ARMAX models, stochastic volatility, wavelets, and Markov chain Monte Carlo integration methods. This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book’s website for download, making all the data sets and scripts easy to load into R. Student-tested and improved Accessible and complete treatment of modern time series analysis Promotes understanding of theoretical concepts by bringing them into a more practical context Comprehensive appendices covering the necessities of understanding the mathematics of time series analysis Instructor's Manual available for adopters New to this edition: Introductions to each chapter replaced with one-page abstracts All graphics and plots redone and made uniform in style Bayesian section completely rewritten, covering linear Gaussian state space models only R code for each example provided directly in the text for ease of data analysis replication Expanded appendices with tutorials containing basic R and R time series commands Data sets and additional R scripts available for download on Springer.com Internal online links to every reference (equations, examples, chapters, etc.).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Statistics .
9 (RLIN) 31616
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Biometry.
9 (RLIN) 27367
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Statistical Theory and Methods.
9 (RLIN) 31618
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Biostatistics.
9 (RLIN) 31707
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Stoffer, David S.
Relator term author.
Relationship aut
-- http://id.loc.gov/vocabulary/relators/aut
9 (RLIN) 66579
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element SpringerLink (Online service)
9 (RLIN) 66580
773 0# - HOST ITEM ENTRY
Title Springer Nature eBook
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783319524511
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Printed edition:
International Standard Book Number 9783319524535
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Springer Texts in Statistics,
International Standard Serial Number 2197-4136
9 (RLIN) 66581
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://doi.org/10.1007/978-3-319-52452-8">https://doi.org/10.1007/978-3-319-52452-8</a>
912 ## -
-- ZDB-2-SMA
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-- ZDB-2-SXMS
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type eTextbook

No items available.