Applied time series analysis, with R /
| Main Authors: | , , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Boca Raton ; London ; New York :
CRC Press, Taylor & Francis Group,
[2017]
|
| Edition: | Second edition. |
| Subjects: | |
| Online Access: | View fulltext via EzAccess |
Table of Contents:
- 1. Stationary time series
- 2. Linear filters
- 3. ARMA time series models
- 4. Other stationary time series models
- 5. Nonstationary time series models
- 6. Forecasting
- 7. Parameter estimation
- 8. Model identification
- 9. Model building
- 10. Vector-valued (multivariate) time series
- 11. Long-memory processes
- 12. Wavelets
- 13. G-Stationary processes.