Time Series Analysis and Its Applications

  • Robert H. Shumway
  • David S. Stoffer

Part of the Springer Texts in Statistics book series (STS)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Robert H. Shumway, David S. Stoffer
    Pages 1-88
  3. Robert H. Shumway, David S. Stoffer
    Pages 89-212
  4. Robert H. Shumway, David S. Stoffer
    Pages 213-300
  5. Robert H. Shumway, David S. Stoffer
    Pages 301-411
  6. Robert H. Shumway, David S. Stoffer
    Pages 413-527
  7. Back Matter
    Pages 529-550

About this book


The goals of this book are to develop an appreciation for the richness and versatility of modern time series analysis as a tool for analyzing data, and still maintain a commitment to theoretical integrity, as exemplified by the seminal works of Brillinger (1981) and Hannan (1970) and the texts by Brockwell and Davis (1991) and Fuller (1995). The advent of more powerful computing, es­ pecially in the last three years, has provided both real data and new software that can take one considerably beyond the fitting of·simple time domain mod­ els, such as have been elegantly described in the landmark work of Box and Jenkins (1970). The present book is designed to be useful as a text for courses in time series on several different levels and as a reference work for practition­ ers facing the analysis of time-correlated data in the physical, biological, and social sciences. We believe the book will be useful as a text at both the undergraduate and graduate levels. An undergraduate course can be accessible to students with a background in regression analysis and might include Sections 1. 1-1. 8, 2. 1-2. 9, and 3. 1-3. 8. Similar courses have been taught at the University of California (Berkeley and Davis) in the past using the earlier book on applied time series analysis by Shumway (1988). Such a course is taken by undergraduate students in mathematics, economics, and statistics and attracts graduate students from the agricultural, biological, and environmental sciences.


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Authors and affiliations

  • Robert H. Shumway
    • 1
  • David S. Stoffer
    • 2
  1. 1.Division of StatisticsUniversity of California, DavisDavisUSA
  2. 2.Department of StatisticsUniversity of PittsburghPittsburgUSA

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag New York 2000
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4757-3263-4
  • Online ISBN 978-1-4757-3261-0
  • Series Print ISSN 1431-875X
  • Buy this book on publisher's site