Time Series: A Data Analysis Approach Using R

DOI10.1201/9780429273285zbMath1425.62002OpenAlexW2954756247MaRDI QIDQ5382489

David S. Stoffer, Robert H. Shumway

Publication date: 17 June 2019

Full work available at URL: https://doi.org/10.1201/9780429273285

zbMATH Keywords

correlationspectral estimationtime seriesspectral analysisARMA modelsARIMA modelssmooting

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (2)

Sufficient dimension reduction for clustered data via finite mixture modelling ⋮ astsa

Uses Software

• R

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