時系列分析と応用(テキスト・第5版)
Time Series Analysis and Its Applications
With R Examples
Springer Texts in Statistics
Shumway, Robert H.
Stoffer, David S.
- 内容紹介:
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This 5th edition of this popular graduate textbook presents a balanced and comprehensive treatment of both time and frequency domain methods with accompanying theory. It includes numerous examples using nontrivial data illustrate solutions to problems such as discovering natural and anthropogenic climate change, evaluating pain perception experiments using functional magnetic resonance imaging, and monitoring a nuclear test ban treaty. The R package ‘astsa’ has had major updates and the text will reflect those updates.