000 03887nam a22004215i 4500
001 978-0-387-75959-3
003 DE-He213
005 20250710084023.0
007 cr nn 008mamaa
008 100301s2008 xxu| s |||| 0|eng d
020 _a9780387759593
_a99780387759593
024 7 _a10.1007/978-0-387-75959-3
_2doi
082 0 4 _a519.5
_223
100 1 _aCryer, Jonathan D.
_eauthor.
245 1 0 _aTime Series Analysis
_h[recurso electrónico] :
_bWith Applications in R /
_cby Jonathan D. Cryer, Kung-Sik Chan.
264 1 _aNew York, NY :
_bSpringer New York,
_c2008.
300 _aXIV, 491p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aSpringer Texts in Statistics,
_x1431-875X
505 0 _aFundamental 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 -- To Spectral Analysis -- Estimating The Spectrum -- Threshold Models.
520 _aTime Series Analysis With Applications in R, Second Edition, presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, the new edition devotes two chapters to the frequency domain and three to time series regression models, models for heteroscedasticity, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets. A unique feature of this edition is its integration with the R computing environment. The tables and graphical displays are accompanied by the R commands used to produce them. An extensive R package, TSA, which contains many new or revised R functions and all of the data used in the book, accompanies the written text. Script files of R commands for each chapter are available for download. There is also an extensive appendix in the book that leads the reader through the use of R commands and the new R package to carry out the analyses. Jonathan Cryer is Professor Emeritus, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and received a Collegiate Teaching Award from the University of Iowa College of Liberal Arts and Sciences. He is the author of Statistics for Business: Data Analysis and Modeling, Second Edition, (with Robert B. Miller), the Minitab Handbook, Fifth Edition, (with Barbara Ryan and Brian Joiner), the Electronic Companion to Statistics (with George Cobb), Electronic Companion to Business Statistics (with George Cobb) and numerous research papers. Kung-Sik Chan is Professor, University of Iowa, in the Department of Statistics and Actuarial Science. He is a Fellow of the American Statistical Association and the Institute of the Mathematical Statistics, and an Elected Member of the International Statistical Institute. He received a Faculty Scholar Award from the University of Iowa in 1996. He is the author of Chaos: A Statistical Perspective (with Howell Tong) and numerous research papers.
650 0 _aSTATISTICS.
650 0 _aMATHEMATICAL STATISTICS.
650 1 4 _aSTATISTICS.
650 2 4 _aSTATISTICAL THEORY AND METHODS.
700 1 _aChan, Kung-Sik.
_eauthor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387759586
830 0 _aSpringer Texts in Statistics,
_x1431-875X
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-75959-3
_zVer el texto completo en las instalaciones del CICY
912 _aZDB-2-SMA
942 _2ddc
_cER
999 _c58740
_d58740