Time series analysis : with applications in R
by Jonathan D Cryer and Kung-sik Chan
- 2nd ed.
- New York: Springer 2014
- xiii, 491p., app., bib., ind. 24 cm x 16 cm
- Springer texts in statistics .
9788132203971
arima models autocorrelation function data processing diagnostics estimating the spectrum forecasting fundamental concepts heteroscedasticity linear models for stationary time series nonstationary parameter estimation R computer program language regression seasonal models specification spectral analysis stochastic threshold models time-series analysis trends