805

Cryer, Jonathan D

2nd ed

Springer

c2008

xiii, 491 p. ill., map 25 cm

Springer texts in statistics

Includes bibliographical references (p. 477-486) and index. , Introduction -- 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 -- Introduction to spectral analysis -- Estimating the spectrum -- Threshold models -- Appendix: an introduction to R

Chan, Kung-sik