Ebook: Applied time series analysis with R
Author: Elliott Alan C., Gray Harry L., Woodward Wayne A
- Tags: Time-series analysis., R (Computer program language), Time-series analysis, Zeitreihenanalyse
- Year: 2017
- Edition: Second edition
- Language: English
- pdf
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
Abstract: 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