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Time Series - A First Course with Bootstrap Starter (Hardcover)
Loot Price: R2,574
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Time Series - A First Course with Bootstrap Starter (Hardcover)
Series: Chapman & Hall/CRC Texts in Statistical Science
Expected to ship within 12 - 17 working days
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Time Series: A First Course with Bootstrap Starter provides an
introductory course on time series analysis that satisfies the
triptych of (i) mathematical completeness, (ii) computational
illustration and implementation, and (iii) conciseness and
accessibility to upper-level undergraduate and M.S. students. Basic
theoretical results are presented in a mathematically convincing
way, and the methods of data analysis are developed through
examples and exercises parsed in R. A student with a basic course
in mathematical statistics will learn both how to analyze time
series and how to interpret the results. The book provides the
foundation of time series methods, including linear filters and a
geometric approach to prediction. The important paradigm of ARMA
models is studied in-depth, as well as frequency domain methods.
Entropy and other information theoretic notions are introduced,
with applications to time series modeling. The second half of the
book focuses on statistical inference, the fitting of time series
models, as well as computational facets of forecasting. Many time
series of interest are nonlinear in which case classical inference
methods can fail, but bootstrap methods may come to the rescue.
Distinctive features of the book are the emphasis on geometric
notions and the frequency domain, the discussion of entropy
maximization, and a thorough treatment of recent computer-intensive
methods for time series such as subsampling and the bootstrap.
There are more than 600 exercises, half of which involve R coding
and/or data analysis. Supplements include a website with 12 key
data sets and all R code for the book's examples, as well as the
solutions to exercises.
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