Time Series Analysis and Its Applications (Springer Texts in Statistics)

By R. Shumway, David S. Stoffer. 2005

259 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. M. Evans
2. S. Tolwinski-ward
3. K. Anchukaitis
4. Wonyeol Lee
5. Hongseok Yang
6. Hangyeol Yu

Citations in the corpus

• Reparameterization Gradient for Non-differentiable Models (2018, background): “• influenza [32] is a model for the US influenza mortality data in 1969.”
• Bayesian parameter estimation and interpretation for an intermediate model of tree-ring width (2013, background): “We allow for the possibility that the time series of errors e may follow either a white noise model, so that et ∼ N(0,σ 2 W ), or else an AR(1) model, et ∼N(φ1et−1,τ 2), with the conditions for stationarity for the noise process imposing σ 2 W = τ 2 1−φ2 1 in the latter case (Shumway and Stoffer, 20”