Time series analysis and its applications (Record no. 37175)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02219nam a2200205 a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9780387989501 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 0387989501 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.55 |
| Item number | SHU |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Shumway, Robert H. |
| 245 ## - TITLE STATEMENT | |
| Title | Time series analysis and its applications |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | New York : |
| Name of publisher | Springer, |
| Year of publication | ©2000. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiii, 549 pages : |
| Other physical details | illustrations ; |
| 490 ## - SERIES STATEMENT | |
| Series statement | Springer texts in statistics. |
| 500 ## - GENERAL NOTE | |
| General note | Includes Index |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Ch. 1. Characteristics of Time Series --<br/>Ch. 2. Time Series Regression and ARIMA Models --<br/>Ch. 3. Spectral Analysis and Filtering --<br/>Ch. 4. State-Space and Multivariate ARMAX Models --<br/>Ch. 5. Statistical Methods in the Frequency Domain. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | <br/>"Time Series Analysis and Its Applications presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. Numerous examples using non trivial data illustrate solutions to problems such as evaluating pain perception experiments using magnetic resonance imaging or monitoring a nuclear test ban treaty. The book is designed to be useful as a text 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. Material from the earlier 1988 Prentice-Hall text Applied Statistical Time Series Analysis has been updated by adding modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, ARCH models, stochastic volatility, wavelets, and Monte Carlo Markov chain integration methods. These odd to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis, and state-space models. The book is complemented by offering accessibility, via the World Wide Web, to the data and an exploratory time series analysis program ASTSA for Windows that can be downloaded as Freeware."--Jacket. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Time-series analysis. |
| 700 ## - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Stoffer, David S. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Reference Books |
| Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|---|---|---|
| Reference | Main Library | Main Library | Reference | 11/06/2001 | Purchased | 12591.50 | 519.55 SHU | 006534 | Reference Books |