Abstract
There are now many books on time series. Our philosophy and notation are close to those of the applied book by Diggle (1990) (from which some of our examples are taken). Brockwell and Davis (1991) and Priestley (1981) provide more theoretical treatments, and Bloomfield (2000) and Priestley are particularly thorough on spectral analysis. Brockwell and Davis (1996) and Shumway and Stoffer (2000) provide readable introductions to time series theory and practice.
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© 2002 Springer Science+Business Media New York
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Venables, W.N., Ripley, B.D. (2002). Time Series Analysis. In: Modern Applied Statistics with S. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-0-387-21706-2_14
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DOI: https://doi.org/10.1007/978-0-387-21706-2_14
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3008-8
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