Woodward, Wayne A.

Applied time series analysis, with R / Wayne A. Woodward, Henry L. Gray & Alan C. Elliott, - Boca Raton : CRC Press, Taylor & Francis Group, 2017.


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.

9781498734226 70


R (Computer program language).
Time-series analysis.

519.55028551 / WOO-17