MARC details
| 000 -LEADER |
|---|
| fixed length control field |
03285nam a2200265 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20251008114200.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
251006b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
|---|
| International Standard Book Number |
9783031705830 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
519.55 |
| Item number |
SHU |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Shumway, Robert H. |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Time series analysis and its applications: |
| Remainder of title |
with R examples |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
5th |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc. |
Cham |
| Name of publisher, distributor, etc. |
Springer |
| Date of publication, distribution, etc. |
2025 |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
xvii, 599 p. |
| 365 ## - TRADE PRICE |
|---|
| Price type code |
EUR |
| Price amount |
139.99 |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
Springer Texts in Statistics (STS) |
| 500 ## - GENERAL NOTE |
|---|
| General note |
Table of contents:<br/>Front Matter<br/>Pages I-XVII<br/>Download chapter PDF <br/>Characteristics of Time Series<br/>Robert H. Shumway, David S. Stoffer<br/>Pages 1-48<br/>Time Series Regression and Exploratory Data Analysis<br/>Robert H. Shumway, David S. Stoffer<br/>Pages 49-83<br/>ARIMA Models<br/>Robert H. Shumway, David S. Stoffer<br/>Pages 85-175<br/>Spectral Analysis and Filtering<br/>Robert H. Shumway, David S. Stoffer<br/>Pages 177-265<br/>Additional Time Domain Topics<br/>Robert H. Shumway, David S. Stoffer<br/>Pages 267-309<br/>State-Space Models<br/>Robert H. Shumway, David S. Stoffer<br/>Pages 311-415<br/>Statistical Methods in the Frequency Domain<br/>Robert H. Shumway, David S. Stoffer<br/>Pages 417-502<br/><br/>[https://link.springer.com/book/10.1007/978-3-031-70584-7] |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
This 5th edition of this popular graduate textbook presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. It includes 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 R package ‘astsa’ has had major updates and the text will reflect those updates. In general, the graphics have been improved. New topics include random number generation, modeling and fitting predator-prey interactions, more emphasis on structural models, testing for linearity, discussion of EM algorithm is more extensive, Bayesian analysis of state space models and MCMC is more extensive (including new scripts in astsa), particle methods are introduced, stochastic volatility coverage is expanded, changepoint detection is introduced (new topic).<br/><br/>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, and Markov chain Monte Carlo integration methods.<br/><br/>This edition includes R code for each numerical example<br/><br/>(https://link.springer.com/book/10.1007/978-3-031-70584-7) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Applied mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probability |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematical statistics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
R (Statistical computing) |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Stoffer, David S. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Book |
| Source of classification or shelving scheme |
Dewey Decimal Classification |
