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Time Series Analysis: With Applications in R

Published 17 November 2010
Jonathan D. Cryer, Kung‐Sik Chan
Citations693

TL;DR

Fundamental Concepts, Trends, and Models For Stationary Time Series, and Time Series Models Of Heteroscedasticity are presented.

Abstract

Fundamental Concepts.- Trends.- Models For Stationary Time Series.- Models For Nonstationary Time Series.- Model Specification.- Parameter Estimation.- Model Diagnostics.- Forecasting.- Seasonal Models.- Time Series Regression Models.- Time Series Models Of Heteroscedasticity.- To Spectral Analysis.- Estimating The Spectrum.- Threshold Models.

Keywords

ChemistryComputer ScienceEngineering