Time Series Analysis 2024 pdf epub mobi 电子书

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Time Series Analysis 2024 pdf epub mobi 电子书著者简介

Jonathan D. Cryer 美国艾奥瓦大学统计与精算学系退休教授。他是美国统计学会会士，获得过艾奥瓦大学教学奖。除本书外，他还与人合著有《Statistics for Business: Data Analysis and Modeling, Second Edition》、《Minitab Handbook, Fifth Edition》、《Electronic Companion to Statistics》、《Electronic Companion to Business Statistics》等书，并发表了大量学术论文。

Kung-Sik Chan 美国艾奥瓦大学统计与精算学系教授。他是美国统计学会会士、数学统计学会会员，并且是国际统计学会推荐成员。他于1996年获得艾奥瓦大学系专家奖。除本书外，他还与人合著有《Chaos: A Statistical Perspective》一书，并发表了大量学术论文。

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发表于2024-12-22

Time Series Analysis 2024 pdf epub mobi 电子书

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本来已经在看老蔡那本《金融时间序列分析》，但因为对R还不是太熟悉，又看到这一本，所以也买了下来。因为实习的关系，书看得很快，几乎是2周就看到了谱估计那一章之前，基本上可以说是看完了大半本。之后的章节就暂时没有继续看下去，毕竟搞模型的话...

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我觉得作为入门书很不错的。看这本书应该具备的条件： 1有基本的概率论和微积分功底 2有基本的R语言功底（有些函数是作者自己编写的，我觉得会查帮助，去看R源码和官方文档可能理解的会更好一些）说简明其实是包含了两层意思： 1这本书会把必要的步骤和公式都列出来， 2但是...

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出版者:Springer

作者:Jonathan D. Cryer

出品人:

页数:505

译者:

出版时间:2009-11-23

价格:GBP 59.99

装帧:Paperback

isbn号码:9781441926135

丛书系列:Springer Texts in Statistics

图书标签: R statistics 时间序列分析统计金融计算机科学数据挖掘统计学

Time Series Analysis 2024 pdf epub mobi 电子书图书描述

Time Series Analysis With Applications in R, Second Edition, presents an accessible approach to understanding time series models and their applications. Although the emphasis is on time domain ARIMA models and their analysis, the new edition devotes two chapters to the frequency domain and three to time series regression models, models for heteroscedasticity, and threshold models. All of the ideas and methods are illustrated with both real and simulated data sets.

A unique feature of this edition is its integration with the R computing environment. The tables and graphical displays are accompanied by the R commands used to produce them. An extensive R package, TSA, which contains many new or revised R functions and all of the data used in the book, accompanies the written text. Script files of R commands for each chapter are available for download. There is also an extensive appendix in the book that leads the reader through the use of R commands and the new R package to carry out the analyses.

Time Series Analysis 2024 pdf epub mobi 电子书

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