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TIME SERIES ANALYSIS AND ITS APPLICATIONS


Produto Indisponível

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Sinopse

'Time series analysis and Its applications' presents a treatment of both time and frequency domain methods with accompanying theory. 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. 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 sries 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 add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models. The book is complemented by ofering 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.

Detalhes do Produto

    • Edição:  2
    • Ano:  2006
    • País de Produção: United States
    • Código de Barras:  9780387293172
    • ISBN:  0387293175
    • Encadernação:  ENCADERNADO
    • Peso: 1.08 kg
    • Complemento:  NENHUM

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