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The 5th edition of this graduate textbook offers an in-depth exploration of time and frequency domain methods, enhanced by updated examples and improved graphics. It covers diverse applications, such as climate change analysis, pain perception studies, and nuclear treaty monitoring. Key updates include extensive discussions on Bayesian analysis, modeling predator-prey interactions, and stochastic volatility, alongside new topics like changepoint detection and particle methods. The accompanying R package 'astsa' has also been significantly updated to reflect these advancements.
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Time Series Analysis and Its Applications, Robert H. Shumway, David S. Stoffer
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- Année de publication
- 2024
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