时间序列分析及应用
Time series analysis and its applications
Robert H Shumway、David S. Stoffer · 初版 2000 年
2位读者提及
2次提及
“Time Series Analysis and Its Applications 结合相关理论，全面平衡地介绍了时域和频域方法。书中运用大量实际非平凡数据实例，展示了各种问题的解决方案，例如使用 magnetic resonance imaging 评估痛觉感知实验，或监测全面禁止核试验条约。本书旨在用作物理、生物和社会科学领域研究生的教材，以及 statistics 专业的研究生教材。部分内容亦可作为本科生入门课程使用。”“理论与……
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顺着你的第 3 个链接 [0] 补充下，我们本科的时间序列课用的是《Time Series Analysis and Its Applications》[1]。他们还提供免费版本 [2]。[0] http://www.stat.pitt.edu/stoffer/tsa3/R_toot.htm [1] http://www.stat.pitt.edu/stoffer/tsa3/ [2] http://www.stat.pitt.edu/stoffer/tsa3/tsa3EZ.pdf
Related to your 3rd link [0], we used Time Series Analysis and Its Applications [1] in my undergraduate time series class. They have a free version [2]. [0] http://www.stat.pitt.edu/stoffer/tsa3/R_toot.htm [1] http://www.stat.pitt.edu/stoffer/tsa3/ [2] http://www.stat.pitt.edu/stoffer/tsa3/tsa3EZ.pdf
Larry Wasserman 的《All of Statistics》在这里：http://link.springer.com/book/10.1007/978-0-387-21736-9。Lange 的《Optimization》在这里：http://link.springer.com/book/10.1007/978-1-4757-4182-7。还有 Shumway 和 Stoffer 写的《Time Series Analysis and Its Applications》（http://link.springer.com/book/10.1007/978-1-4757-3261-0），他们开发了通过极大似然估计将状态空间模型拟合到时间序列的 EM 工具，但基本上没拿到什么应有的认可…
Larry Wasserman's All of Statistics is there at http://link.springer.com/book/10.1007/978-0-387-21736-9. Optimization by Lange is at http://link.springer.com/book/10.1007/978-1-4757-4182-7 Time Series Analysis and Its Applications by Shumway and Stoffer (http://link.springer.com/book/10.1007/978-1-4757-3261-0), who developed the EM tools for fitting state space models to time series by maximum likelihood, but were largely uncredited…