Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics) - Softcover

Shumway, Robert H.; Stoffer, David S.

Softcover

ISBN 10: 1461427592 ISBN 13: 9781461427599

Publisher: Springer, 2012

Synopsis

Book by Shumway, Robert H., Stoffer, David S.

About this title

About the Author

Robert H. Shumway is Professor Emeritus 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 and served as a Departmental Editor for the Journal of Forecasting and Associate Editor for the Journal of the American Statistical Association.

David S. Stoffer is Professor of Statistics at the University of Pittsburgh. He is a Fellow of the American Statistical Association. 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 of the Journal of Forecasting and an Associate Editor of the Annals of Statistical Mathematics. He has served as a Program Director in the Division of Mathematical Sciences at the National Science Foundation and as an Associate Editor for the Journal of the American Statistical Association.

Review

From the reviews of the third edition:

“This is the third edition of a textbook first published in 2000. The text is intended as a course text for a time series analysis class at the graduate level. ... the appendix includes everything that is necessary to understand the mathematics of time series analysis. As such, there is no way to describe the whole philosophy of the last half century to time series models better than this book.” (Wolfgang Polasek, International Statistical Review, Vol. 81 (2), 2014)

“The book is organised in 7 chapters and 4 appendices. ... the book is a valuable resource for students at undergraduate and graduate levels and researchers. The R code for almost all the numerical examples, and the appendices with tutorials containing basic R and R time series commands, are helpful for a better understanding of the theoretical concepts by bringing the theory into a more practical context.” (Irina Ioana Mohorianu, zbMATH, Vol. 1276, 2014)

Edition details

• Publisher: Springer
• Publication date: 2012
• ISBN 10: 1461427592
• ISBN 13: 9781461427599
• Binding: Paperback
• Language: English
• Edition number: 1
• Number of pages: 596