Time series analysis and its applications : (Record no. 86929)

MARC details
000 -LEADER
fixed length control field 03313cam a22002775i 4500
003 - CONTROL NUMBER IDENTIFIER
control field KE-MeUCS
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20211202152425.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 170410s2017 gw |||| o |||| 0|eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9783319524511
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Transcribing agency DLC
Modifying agency KE-MeUCS
050 ## - LIBRARY OF CONGRESS CALL NUMBER
Classification number QA280.S5 2017
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Shumway, Robert H.
245 10 - TITLE STATEMENT
Title Time series analysis and its applications :
Remainder of title with R Examples /
Statement of responsibility, etc by Robert H. Shumway, David S. Stoffer.
250 ## - EDITION STATEMENT
Edition statement Fourth edition.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cham, Switzerland :
Name of publisher, distributor, etc Springer,
Date of publication, distribution, etc 2017.
300 ## - PHYSICAL DESCRIPTION
Extent xiii, 562 p.
490 1# - SERIES STATEMENT
Series statement Springer Texts in Statistics,
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliography and index.
520 ## - SUMMARY, ETC.
Summary, etc The fourth edition of this popular graduate textbook, like its predecessors, presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. 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 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, wavelets, and Markov chain Monte Carlo integration methods. This edition includes R code for each numerical example in addition to Appendix R, which provides a reference for the data sets and R scripts used in the text in addition to a tutorial on basic R commands and R time series. An additional file is available on the book's website for download, making all the data sets and scripts easy to load into R. Student-tested and improved Accessible and complete treatment of modern time series analysis Promotes understanding of theoretical concepts by bringing them into a more practical context Comprehensive appendices covering the necessities of understanding the mathematics of time series analysis Instructor's Manual available for adopters New to this edition: Introductions to each chapter replaced with one-page abstracts All graphics and plots redone and made uniform in style Bayesian section completely rewritten, covering linear Gaussian state space models only R code for each example provided directly in the text for ease of data analysis replication Expanded appendices with tutorials containing basic R and R time series commands Data sets and additional R scripts available for download on Springer.com Internal online links to every reference (equations, examples, chapters, et cetera).
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element R (computer program language)
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistical Theory and Methods.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Statistics for Life Sciences, Medicine, Health Sciences.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Stoffer, David S.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Library of Congress Classification
Koha item type Book
Cataloguer Ruth Gibendi
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Cataloger Total Checkouts Full call number Barcode Date last seen Price effective from Koha item type
    Library of Congress Classification     Meru University Meru University Open Shelves 21/01/2021 Corporate Campus 12415.00 Ruth Gibendi   QA280.S5 2017 21-33047 21/01/2021 21/01/2021 Book


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