文档介绍：Springer Texts in Statistics
Series Editors
G. Casella
S. Fienberg
I. Olkin
For other titles published in this series, go to
ies/417
Robert H. Shumway • David S. Stoffer
Time Series Analysis and
Its Applications
With R Examples
Third edition
Prof. Robert H. Shumway Prof. David S. Stoffer
Department of Statistics Department of Statistics
University of California University of Pittsburgh
Davis, California Pittsburgh, Pennsylvania
USA USA
ISSN 1431-875X
ISBN 978-1-4419-7864-6 e-ISBN 978-1-4419-7865-3
DOI -1-4419-7865-3
Springer New York Dordrecht Heidelberg London
© Springer Science+Business Media, LLC 2011
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Printed on acid-free paper
Springer is part of Springer Science+Business Media ()
To my wife, Ruth, for her support and joie de vivre, and to the
memory of my thesis adviser, Solomon Kullback.
.
To my family and friends, who constantly remind me what is
important.
.
Preface to the Third Edition
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 mitment to theoretical integrity, as exemplified by the seminal
works of Brillinger (1975