Time series analysis : with applications in R
Material type: TextSeries: Springer texts in statisticsPublication details: New York : Springer, c2008.Edition: 2nd edDescription: xiii, 491 p. : ill., map ; 25 cmISBN:- 0387759581
- 9780387759586
- 038775959X
- 9780387759593
- 9788132203971
- 519.550 22 CRY-T
- QA280 .C78 2008
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|
Books | IIITD General Stacks | Mathematics | 519.550 CRY-T (Browse shelf(Opens below)) | Available | 003146 |
Includes bibliographical references (p. 477-486) and index.
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.
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