Book:Time series analysis and its applications with R examples_2ed
Author:Shumway, Robert H., Stoffer, David S.
Publisher:Springer
Contents:
1 Characteristics of Time Series 1
2 Time Series Regression and Exploratory Data Analysis 48
3 ARIMA Models 84
4 Spectral Analysis and Filtering 174
5 Additional Time Domain Topics 271
6 State-Space Models 324
7 Statistical Methods in the Frequency Domain 412
Appendix A: Large Sample Theory 501
Appendix B: Time Domain Theory 522
Appendix C: Spectral Domain Theory 534
References 555
Index 569