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  <titleInfo>
    <title>Time series analysis</title>
    <subTitle>with applications in R</subTitle>
  </titleInfo>
  <name type="personal">
    <namePart>Cryer, Jonathan D.</namePart>
    <role>
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  <name type="personal">
    <namePart>Chan, Kung-sik.</namePart>
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  <originInfo>
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    <place>
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    <publisher>Springer</publisher>
    <dateIssued>c2008</dateIssued>
    <dateIssued encoding="marc">2008</dateIssued>
    <edition>2nd ed.</edition>
    <issuance>monographic</issuance>
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  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
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  <language>
    <languageTerm authority="iso639-2b" type="code">EN</languageTerm>
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  <physicalDescription>
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    <extent>xiii, 491 p. : ill., map ; 25 cm.</extent>
  </physicalDescription>
  <tableOfContents>Introduction -- Fundamental concepts -- Trends -- Models for stationary time series -- Models for nonstationary time series -- Model specification -- Parameter estimation -- Model diagnostics -- Forecasting -- Seasonal models -- Time series regression models -- Time series models of heteroscedasticity -- Introduction to spectral analysis -- Estimating the spectrum -- Threshold models -- Appendix: an introduction to R.</tableOfContents>
  <note type="statement of responsibility">Jonathan D. Cryer, Kung-Sik Chan.</note>
  <note>Includes bibliographical references (p. 477-486) and index.</note>
  <subject authority="lcsh">
    <topic>Time-series analysis</topic>
    <topic>School of Pure and Applied Sciences</topic>
  </subject>
  <subject authority="lcsh">
    <topic>R (Computer program language)</topic>
  </subject>
  <classification authority="lcc">QA 280 .C79 2008</classification>
  <classification authority="ddc" edition="22">QA 280 .C79 2008</classification>
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      <title>Springer texts in statistics</title>
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  <identifier type="isbn">0387759581 (acidfree paper)</identifier>
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