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"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 or monitoring a nuclear test ban treaty. Material from the earlier 1988 Prentice-Hall test "Applied Statistical Time Series Analysis" has been updated by adding modern developments involving categorical time series analysis and the spectral envelope, multivariate spectral methods, long memory series; nonlinear models, longitudinal data analysis; resampling techniques; ARCH models; stochastic volatility, wavelets and Monte Carlo Markov chain integration methods. These add to a classical coverage of time series regression, univariate and multivariate ARIMA models, spectral analysis and state-space models. The book is complemented by offering accessibility, via the World Wide Web, to the data and an exploratory time time series analysis program ASTSA for Windows that can be downloaded as Freeware. " (from the back cover of the book).
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