000 -LEADER |
fixed length control field |
04289nam a22004575i 4500 |
001 - CONTROL NUMBER |
control field |
978-0-387-36276-2 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20161121231026.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
fixed length control field |
cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
100301s2006 xxu| s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780387362762 |
-- |
978-0-387-36276-2 |
024 7# - OTHER STANDARD IDENTIFIER |
Standard number or code |
10.1007/0-387-36276-2 |
Source of number or code |
doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
QA276-280 |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
PBT |
Source |
bicssc |
072 #7 - SUBJECT CATEGORY CODE |
Subject category code |
MAT029000 |
Source |
bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
Classification number |
519.5 |
Edition number |
23 |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Shumway, Robert H. |
Relator term |
author. |
245 10 - TITLE STATEMENT |
Title |
Time Series Analysis and Its Applications |
Medium |
[electronic resource] : |
Remainder of title |
With R Examples / |
Statement of responsibility, etc. |
by Robert H. Shumway, David S. Stoffer. |
250 ## - EDITION STATEMENT |
Edition statement |
Second Edition. |
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
Place of production, publication, distribution, manufacture |
New York, NY : |
Name of producer, publisher, distributor, manufacturer |
Springer New York, |
Date of production, publication, distribution, manufacture, or copyright notice |
2006. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
XIV, 576 p. |
Other physical details |
online resource. |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS |
File type |
text file |
Encoding format |
PDF |
Source |
rda |
490 1# - SERIES STATEMENT |
Series statement |
Springer Texts in Statistics, |
International Standard Serial Number |
1431-875X |
505 0# - FORMATTED CONTENTS NOTE |
Formatted contents note |
Characteristics of Time Series -- Time Series Regression and Exploratory Data Analysis -- ARIMA Models -- Spectral Analysis and Filtering -- Additional Time Domain Topics -- State-Space Models -- Statistical Methods in the Frequency Domain. |
520 ## - SUMMARY, ETC. |
Summary, etc. |
Time Series Analysis and Its Applications, Second Edition, 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, monitoring a nuclear test ban treaty, evaluating the volatility of an asset, or finding a gene in a DNA sequence. 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. Material from the first edition of the text has been updated by adding examples and associated code based on the freeware R statistical package. As in the first edition, modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series, nonlinear models, longitudinal data analysis, resampling techniques, GARCH models, stochastic volatility models, wavelets, and Monte Carlo Markov chain integration methods are incorporated in the text. In this edition, the material has been divided into smaller chapters, and the coverage of financial time series, including GARCH and stochastic volatility models, has been expanded. These topics add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models. R.H. Shumway is Professor 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 the author of a previous 1988 Prentice-Hall text on applied time series analysis. D.S. Stoffer is Professor of Statistics at the University of Pittsburgh. He has made seminal contributions to the analysis of categorical time series and 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 for the Journal of Forecasting and Associate Editor of the Annals of the Institute of Statistical Mathematics. . |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Statistics. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Statistics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Statistical Theory and Methods. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
Topical term or geographic name entry element |
Statistics for Life Sciences, Medicine, Health Sciences. |
700 1# - ADDED ENTRY--PERSONAL NAME |
Personal name |
Stoffer, David S. |
Relator term |
author. |
710 2# - ADDED ENTRY--CORPORATE NAME |
Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY |
Title |
Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
Relationship information |
Printed edition: |
International Standard Book Number |
9780387293172 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
Uniform title |
Springer Texts in Statistics, |
International Standard Serial Number |
1431-875X |
856 40 - ELECTRONIC LOCATION AND ACCESS |
Uniform Resource Identifier |
http://dx.doi.org/10.1007/0-387-36276-2 |
912 ## - |
-- |
ZDB-2-SMA |