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Time Series Analysis and Its Applications, presents a comprehensive treatment of both time and frequency domain methods with accompanying theory. Extensive examples illustrate solutions to climate change, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, and more.
About the Author:
Robert H. Shumway, PhD, is Professor Emeritus of Statistics at the University of California, Davis. He is a Fellow of the American Statistical Association and a member of the International Statistical Institute. He won the 1986 American Statistical Association Award for Outstanding Statistical Application and the 1992 Communicable Diseases Center Statistics Award; both awards were for joint papers on time series applications. He is also the author of a Prentice-Hall text on applied time series analysis and served as a Departmental Editor for the Journal of Forecasting and Associate Editor for the Journal of the American Statistical Association.
David S. Stoffer, PhD, is Professor of Statistics at the University of Pittsburgh. He is a Fellow of the American Statistical Association and has made seminal contributions to the analysis of categorical time series. David won the 1989 American Statistical Association Award for Outstanding Statistical Application in a joint paper analyzing categorical time series arising in infant sleep-state cycling. He is currently a Departmental Editor of the Journal of Forecasting and an Associate Editor of the Annals of Statistical Mathematics. He has served as Program Director in the Division of Mathematical Sciences at the National Science Foundation and as Associate Editor for the Journal of the American Statistical Association.
Title: Time Series Analysis and Its Applications: ...
Publisher: Springer (edition Fourth Edition 2017)
Publication Date: 2017
Binding: Paperback
Condition: Very Good
Edition: Fourth Edition 2017.