发帖
雷达卡
- 【资源名称】
- Time Series Analysis and Its Applications: With R Examples 时间序列分析及其应用：以R语言为例
- Hardcover: 604 pages
- Publisher: Springer; 3rd ed. edition (November 24, 2010)
- Language: English
- ISBN-10: 144197864X
- ISBN-13: 978-1441978646
"The book gives an introduction to time series analysis. It is designed as a textbook at both the undergraduate and graduate level and as a reference work for practitioners … . This now available second edition of the book differs from the first … by several substantial changes. … the presentation has improved. The consideration of new material makes it more attractive as well. Moreover, the use of the R package … makes the book more interesting … ." (Wolfgang Schmid, Zentrablatt MATH, Vol. 1096 (22), 2006)
"This is the second edition of a text first published in 2000 … . The text is intended as a course text for a time series analysis class at the graduate level. … I believe that every time series teacher and researcher should own this text." (Robert Lund, Journal of the American Statistical Association, Vol. 102 (479), 2007)
"This is the second edition of a text first published in 2000 … . The book is intended as a course text for a graduate-level time series analysis class. It presents a very readable introduction to time series, and uses numerous examples based on nontrivial data to illustrate the methods. … Altogether, the book offers a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Compared to other established texts, it presents a more modern slice of the discipline." (Rainer Schlittgen, Advances in Statistical Analysis, Vol. 92, 2008)
"A textbook aimed at graduate-level students, while … the book could also serve as an undergraduate introductory course in time series analysis. … The clear division between time and frequency domain methods produces a well balanced and comprehensive treatment of modern time series analysis … . The book certainly fulfils its claim to be suitable as a textbook for courses at both the undergraduate and graduate levels, as tutors can pick and choose from an abundance of material at different levels of complexity." (Pieter Bastiaan Ober, Journal of Applied Statistics, Vol. 35 (2), 2008)
From the Back CoverTime Series Analysis and Its Applications, Second Edition, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non-trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, or finding a gene in a DNA sequence. 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.
Material from the first edition of the text has been updated by adding examples and associated code based on the freeware R statistical package. As in the first edition, modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, GARCH models, stochastic volatility models, wavelets, and Monte Carlo Markov chain integration methods are incorporated in the text. In this edition, the material has been divided into smaller chapters, and the coverage of financial time series, including GARCH and stochastic volatility models, has been expanded. These topics add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models.
R.H. Shumway is Professor of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a member of the International Statistical Institute. He won the 1986 American Statistical Association Award for Outstanding Statistical Application and the 1992 Communicable Diseases Center Statistics Award; both awards were for joint papers on time series applications. He is the author of a previous 1988 Prentice-Hall text on applied time series analysis.
D.S. Stoffer is Professor of Statistics at the University of Pittsburgh. He has made seminal contributions to the analysis of categorical time series and won the 1989 American Statistical Association Award for Outstanding Statistical Application in a joint paper analyzing categorical time series arising in infant sleep-state cycling. He is currently a Departmental Editor for the Journal of Forecasting and Associate Editor of the Annals of the Institute of Statistical Mathematics.
About the AuthorRobert H. Shumway is Professor of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a member of the Inernational Statistical Institute. He won the 1986 American Statistical Association Award for Outstanding Statistical Application and the 1992 Communicable Diseases Center Statistics Award; both awards were for joint papers on time series applications. --This text refers to an out of print or unavailable edition of this title.
【备注】
1、资源为高清扫描版，这本书论坛里面有人找了很久，也不知道是不是这本，传上来吧
2、内容来源自己收集，制作成为PDF包，做了一整天……眼睛疼啊……
3、免费分享，回复就是最大的支持
4、如果您觉得满意，评分也是一种鼓励
5、下载有风险，使用需谨慎
6、更多资源分享，请加群：166 817 674
【下载地址】
时间序列分析及其应用：以R语言为例，第三版（斯普林格统计正文） Time Series Analys.rar
(5.67 MB)
时间序列分析及其应用：以R语言为例，第三版（斯普林格统计正文） Time Series Analys.rar
(48.83 MB)
时间序列分析及其应用：以R语言为例，第三版（斯普林格统计正文） Time Series Analys.rar
(48.83 MB)
第二版中文原版：https://bbs.pinggu.org/thread-1441028-1-1.html
【有图有真相】
提升卡
置顶卡
沉默卡
变色卡
抢沙发
千斤顶
显身卡
京公网安备 11010802022788号
