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Time Series Analysis and Its Applications (Record no. 507486)

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
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Date acquired Barcode Date last seen Price effective from Koha item type
        PK Kelkar Library, IIT Kanpur PK Kelkar Library, IIT Kanpur 2016-11-21 EBK7773 2016-11-21 2016-11-21 E books

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