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Time Series Analysis and Its Application-时间序列
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UNSW MATH Times Series Textbook. 统计时间序列Geared to people involved in statistics, medicine, engineering, and economics, this book offers a basic introduction to time series analysis, providing a balanced and comprehensive treatment of time and frequency domain methods, with accompanying theory. Examples throughout deal with practical, real-world situations.
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Robert H. Shumway • David S. Stoffer
With R Examples
Its Applications
Third edition
Time Series Analysis and

subject to proprietary rights.
Printed on acid-free paper
Springer is part of Springer Science+Business Media (www.springer.com)
ISSN 1431-875X
Springer New York Dordrecht Heidelberg London
© Springer Science+Business Media, LLC 2011
All rights reserved. This work may not be translated or copied in whole or in part without the written
permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York,
NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in
connection with any form of information storage and retrieval, electronic adaptation, computer
software, or by similar or dissimilar methodology now known or hereafter developed is forbidden.
The use in this publication of trade names, trademarks, service marks, and similar terms, even if they
are not identified as such, is not to be taken as an expression of opinion as to whether or not they are
ISBN 978-1-4419-7864-6
DOI 10.1007/978-1-4419-7865-3
University of California
Davis, California
Department of Statistics
USA
Department of Statistics
University of Pittsburgh
Pittsburgh, Pennsylvania
Prof. David S. Stoffer
e-ISBN 978-1-4419-7865-3
USA
Prof. Robert H. Shumway
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